Firefox should allow users to write and store request rewrite rules. This allows preventing the browser from connecting to privacy violating web servers.
One could replace third party fonts with locally stored ones, replace Twitter embeds (widgets.js) with less intrusive ones or even redirect to lightweight alternative frontends like twitter->nitter or YouTube->invidious.
Current third party solutions fail to catch initial requests and require functionality planned to be removed in Manifest v3.
Inspirations: https://github.com/libredirect/libredirect https://github.com/einaregilsson/Redirector https://www.localcdn.org/