This is not related to Dynamic FPI, but is a valid bug in the UI. "Cookies from unvisited websites" will block the third-party cookies in the two third-party iframes since the user hasn't visited them. Some of those third parties may also be trackers, but their cookies are blocked until the user visits the tracking site as a first party. The "Block All Third-Party Cookies" UI makes sense for this policy as well: we can display "Third-party cookies" instead of "Cross-site Tracking Cookies" as the top-level category in the Protections UI (and include it under Blocked). Then the foldout will separate the blocked cookies into "Third-party Cookies" and "Cross-site Tracking Cookies". Then, if a user visits sites from either category, they will no longer be included in the list of origins (and not displayed under the "Allowed" section).
Bug 1659425 Comment 2 Edit History
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This is not related to Dynamic FPI, but is a valid bug in the UI. "Cookies from unvisited websites" will block the third-party cookies in the two third-party iframes since the user hasn't visited them. Some of those third parties may also be trackers, but their cookies are blocked until the user visits the tracking site as a first party. The "Block All Third-Party Cookies" UI makes sense for this policy as well: we can display "Third-party cookies" instead of "Cross-site Tracking Cookies" as the top-level category in the Protections UI (and include it under Blocked). Then the foldout will separate the blocked cookies into "Third-party Cookies" and "Cross-site Tracking Cookies". Then, if a user visits sites from either category, that site will no longer be included in the list of blocked third-party cookies (and not displayed under the "Allowed" section).