If you look into the Firefox or Chrome inspector tools, you may notice some files as blocked '-gdprlock' and not reachable when cookies are not accepted or declined.
If you choose to block even third-party cookies using settings in the image below or domains lists under each cookie category, all matched resources such as scripts, iframes, images, etc from domains specified will be locked until a user consent the global cookie usage or the usage of a specific cookie category.
This feature ensures to block all cookies from third-party domains in an effective way. However you may want to not block certain domains on your website, for example to preserve Google Maps, Google Fonts, Google ReCaptcha, etc. In such case simply remove domains you want to allow from lists of blocked cookies/domains, or enter a more specific one. If you arrange domains using categorization of cookies, you can achieve the result to block a certain domain not by default but only if the user decline a particular category of cookies.
For example let's say that you have both Google Analytics and Google ReCaptcha on your website and that you want to block only Google Analytics. In this case instead of specifying the generic domain 'google.com' in a list of blocked resources, you can enter a more specific one 'google.com/ga.js'. This one will block Google Analytics only, allowing the script by Google ReCaptcha.
If you are using cookie categories take care to manage the list of blocked domains for each enabled category as well.