In Universal Analytics, I learned you need to set some cookie flags to have iframed content on third party websites tracked. with:
gtag('set', {cookie_flags: 'SameSite=None;Secure'});
However, this doesn't seem to work in GA4. Or at least, I don't see the iframed traffic in real-time stats. I do, however, see iframed content in UA real-time stats. I'm using the same tracking tag (linked) on the same website. Just doesn't seem to be working in UA4.