All web users know cookies as small pieces of data stored on the user’s device by the website, and they have a central role in cross-site tracking, especially if we consider third-party cookies. Third-party cookies, as reported from the HTTP Archive, enable advertisers and third-party sites to get information on user behavior, interest, and history within the site. Such information is very useful for ad personalization but raises fundamental questions of privacy and data protection.

1. Understanding About Cookies and Their Use

• In the past, cookies aimed at improving website usability, allowing storing login credentials, preferences, and even demonstrating custom content.
• Although tracking started by capturing information within a single site, the existence of third-party cookies has taken tracking higher. For example, cookies installed on a publisher’s website by advertising networks can monitor the activities of the user on other sites. 

2. Cookies in Brief and the Variety: Their Tracking Proficiency

• First-Party Cookies: Residing in the website previously accessed by the user is helpful to design a unique experience. These are necessary for what are known in the Web 2.0 models as shopping carts’ of e-business.
• Third-Party Cookies: Positioned by other domains, so ad networks and analytics utilities can track the activity of users across different web sites. According to the HTTP Archive, studies revealed that over 40% of websites deploy third-party cookies that raise privacy issues.

3. HTTP Archive Reports on Third Party Tracking

• The HTTP Archive gathers information from tens of millions of web sites; the said data reflects trends in the usage of web technology, such as cookies.
• According to the sources, third-party cookies are utilized more often by websites these days. Main trackers amass plenty of information regarding user activities. This tracking assists businesses to target the right advertisements, but mostly where users’ permissions are not obvious. Read how this affects the approach to digital marketing.

4. Privacy Issues Related to Third Party Cookies

• Data Security: One of the more general issues is how the question of data security is addressed. Third-party cookies collect different types of information that are mostly captured, analyzed, and even sold to third parties.
• User Consent: The growth of privacy regulations like GDPR takes into consideration user consent prior to its enforcement. However, from research studies, most users are uninformed of the extent to which third-party tracking takes place upon them; therefore, there is a need for better transparency.

From the HTTP Archive, users' web browsing behaviors are often tracked without explicit permission, with millions of people's data at risk.

5. Impact of Third-Party Cookies on Digital Marketing

• Through third-party cookies, targeted advertisements are delivered, thus making advertisements more effective as they target the advertisements that are more relevant to the consumers. This has opened up a new challenge to the advertisers, especially since third-party cookie blocking is introduced by browsers such as Safari and Firefox.
• According to HTTP Archive, more than 50% of the advertising platforms use third-party cookies; hence, their blocking could affect disrupting tracking-based strategies. Show how the strategies are changing.

6. Cookie Policies and Transpareny 

• More and more websites will have cookie consent banners to make sure that any visitor knows that they are being gathered.
• Cookie policies are extremely varied, and while some websites offer a pretty good amount of information on what they use cookies for, others will not say anything except that they do use cookies. The reports by the HTTP Archive show that clearer policies would generally speak to the benefit of the user since full transparency is an important factor in managing expectations from users regarding their privacy.

7. Third-Party Tracking Future: Privacy-Centric Model

• Third-party tracking becoming the user's priority in this regard, several tech companies are in pursuit of an alternative to the third-party cookies, with Google's Privacy Sandbox reportedly being an arena where targeted advertisements could be made available without users losing their anonymity.
• Other options that present a balance between personalization and privacy include First-Party Sets and Federated Learning of Cohorts (FLoC). Those are at this time still in development, so it is unknown whether they will be able to sufficiently balance privacy protections with personalized content.

8. Third-party Cookie Alternatives

• First-Party Data: Many companies have started relying on first-party data that is collected directly from user interactions on their sites. It's more transparent and doesn't rely much on third-party cookies.
• Browser Fingerprinting: This is technologically more complex and collects data like device types, browser version, and screen resolution to identify users. 
• User Authentication and Contextual Advertising: These methods provide personalization without deep tracking. According to the HTTP Archive, more users are embracing these alternatives with rising privacy laws.

9. Final Words: Are Third-Party Cookies Here to Stay?

• Yes, not probably. Especially when the biggest browsers are phasing them out. Instead, the tracking method will probably evolve towards some measure of friendliness regarding privacy.
• This would mean users have more control of their personal data, and new companies would have to adopt privacy-friendly tracking techniques.

Conclusion: While cookies and third-party tracking can usher in user-specific experiences, ignoring their privacy implications is not advisable. With its very extensive data in the HTTP Archive, it shows that the advance of technology goes hand-in-hand with the need for responsible and transparent tracking practice. With greater emphasis on understanding user consent and offering more privacy-centric advertising models, then companies are compliant and would not lose any user trust in the process.