As I understand your question, you want to block specific websites from saving cookies and related website data, but you still want the websites to load and work normally. That's sort of a tall order, and I don't know of an app or Safari Extension that can do that.
I wonder if there is more to your question. Perhaps you simply want to use Private Browsing for those websites?
Browse privately in Safari on Mac - Apple Support
It will not prevent cookies from being stored temporarily (routine website navigation often requires it) but they will be purged along with all other website data upon exiting Private Browsing.