Third party cookies are being blocked even with Custom Domain

Users are experiencing issues when clicking links from emails that were sent to them. The issue stems from browsers blocking third party cookies, blocking the app from authenticating them. This happens even though we have custom domain set up in our tenant. From my understanding, especially from reading through the forums, our custom domain should be the solution.

Please assist as soon as possible, as we have been receiving complaints from users multiple times per day saying that links in emails have not been working. Please see browser console log below.

Cookies with the SameSite=None; Secure and not Partitioned attributes that operate in cross-site contexts are third-party cookies. In future Chrome versions, reading third-party cookies will be blocked. This behavior protects user data from cross-site tracking.
Please refer to the article linked to learn more about preparing your site to avoid potential breakage.
1 cookie
Name	Domain & Path
auth0.ssodata	app.example.com/