Any way to unlock a specif request?

Hello,
One of my problems is that I can't get a website working because it needs some of the 3rd party script/cookie blocked.
I know I can disable all the 3rd party lists and cookies but it doesn't make sense to me. I'd like to have the full control on what I'm doing.
So I was wondering, is there any way to change a request from blocked to enabled or vice-versa like it happens in ublock?

Thank you