I’ve just get solution for Firefox:
FirefoxProfile profile = new ProfilesIni().getProfile("default");
profile.setPreference("network.cookie.cookieBehavior", 2);
driver = new FirefoxDriver(profile);
for Chrome (block all cookies)
ChromeOptions options = new ChromeOptions();
options.AddUserProfilePreference("profile.default_content_setting_values.cookies", 2);
for Chrome (block only third party cookies)
ChromeOptions options = new ChromeOptions();
options.AddUserProfilePreference("profile.default_content_setting_values.cookies", 1);
options.AddUserProfilePreference("profile.cookie_controls_mode", 1);