Does the browser have to accept even third-party cookies?

Yes. For the duration of your proxy session, your browser will need to accept all cookies, in order to ensure normal operation and prevent unauthorized access to licensed resources.

If you have configured your browser to block third-party cookies, you may see an error message from the proxy indicating you need to enable cookies, or you may experience unexpected failures because requests for javascript, stylesheets, or images were disallowed.

If you're concerned about the privacy implications of allowing all cookies, please consider the following approaches: