I see lots of other folks running into this and thought I would post the fix along with my thoughts. (TL;DR).

The error message is “We can’t display this page because your browser blocks cross-domain cookies, but you can view this page in Salesforce Classic. Click here to open this page in Salesforce Classic.” It can happen in several screens and is a result of some of the base domain changes that Salesforce has been making coupled with the security changes browsers have been making. For chromium-based browsers (Edge, Chrome, Brave, etc.) the fix is to add your domain to the cookie exception list.

With screens, the process go as follows:

Click the Add button and

Tada!

Note: You could use a wildcard in place of the sub-domain for all salesforce domains, but I don’t recommend that as it would leave you vulnerable to some miscreants that use their orgs for nefarious purposes.

To summarize:

1. Go to Settings > Privacy and security
2. Select Cookies and other site data
3. Under Sites that can always use cookies click the Add button
4. Paste your sub-domain and domain path in the Site dialog
5. Check Including third-party cookies on this site
6. Click Add button
7. Refresh your Salesforce screen [F5]

© Scott S. Nelson