Allow cross site tracking for certain sites only.

Hey there taral194,

For your reference, we wanted to start by providing an article that shows how to prevent cross-site tracking on your Mac: Prevent cross-site tracking in Safari on Mac

Based on the article, along with us checking the Privacy tab for our own Safari settings, there isn't an option for what you're asking as you can only disable cross-site tracking entirely. That being said, we also wanted to provide a second link you can use to submit feedback for Apple to consider: Product Feedback

Cheers!