How to share state (e.g. cookies) between top-level domains in 2020?

My application is served to the users under multiple top-level domains for each country, e.g. -

• https://example-app.it for Italy
• https://example-app.fr for France
• https://example.app.nl for Netherlands
• etc.

I'm currently in a position that I need to share some kind of a user state between all those websites.

The easiest way to do it in the past would be to set third-party cookie for each country domain via some request while the user is changing the state on the other domain. However as far as I can see nowadays a lot of browsers restrict usage of third-party cookies (e.g. Chrome incognito, Firefox, etc.).

Do you think that there's some other easy way to share the state between those apps or the only way would be to use some kind of dedicated REST API for that?

Thanks!