Yes please. Third party cookies and the like are the plague. They have so few legitimate use cases.
Make it a long deprecation if you have to. Give even longer exemptions to the really big players / the big breakage / the legitimate use cases while we find better ways. But it is up to the browser vendors to remove the weapons here.
I don't think OAuth requires third-party cookies, and SAML definitely does not. The authentication parts use HTTP POSTs or redirects from the IdP to SP. You probably do want cookies to track the sessions on each end, but those would be first-party.
It's possible for your IdP to track the SPs you authenticate to regardless of protocol or cookie use, of course.
Make it a long deprecation if you have to. Give even longer exemptions to the really big players / the big breakage / the legitimate use cases while we find better ways. But it is up to the browser vendors to remove the weapons here.