What OS? If windows, what security software besides MS Defender are you running? What version of Firefox? Looks like a bad url to me. see screenshot What gives you the impression that it's a cookie issue? Show proof of the issue by posting a screenshot. This works for me. https://pennstate.service-now.com/sp

Third party cookie options are here. see screenshots While on the site, I'm not seeing any 3rd party cookies, but that's how you add the exception.