try SkipRedirect, can break some things though, but rare.
Only works for hijacked links where the extension can grab the original link somehow of course.
For general Ad Links, there is FastForward, though i feel it hasnt been on the same level of maintenance since UniversalBypass closed down and they forked it.
You dont need a cookie banner if you dont want to invasively track the users.
So its really the fault of the websites for wanting to use categories of cookies which do require a banner (ad and tracking).