Making my WordPress site GDPR compliant

I've been asked to make a site that I've built, GDPR compliant.

The site uses a couple of 3rd party plugins and is also using Skimlinks.

Now that I've sat down to attempt to control the cookies being set etc, I'm overwhelmed.

I just don't understand how I can control the cookies being set by these 3rd party plugins, how to detect what is being set (I've used a couple of tools, and also inspected the site myself to see which cookies are being set and each method is telling me different cookies).

How do I even start to address this, and what are my options? I understand there are plugins that help with this, but most of them require you to add some form of code that interferes with the 3rd party plugins, and I have no clue on how these 3rd party plugins work, let along write code to interact with them.

Any advice would be much appreciated!