If you are using a Content Security Policy and the banner is not showing you probably need to adjust the settings for it. here is a very basic policy and how to whitelist the CookieFirst resources.
Content-Security-Policy: default-src 'none'; script-src 'self' consent.cookiefirst.com; connect-src 'self' consent.cookiefirst.com edge.cookiefirst.com api.cookiefirst.com; img-src 'self' consent.cookiefirst.com; style-src 'self' 'unsafe-inline' consent.cookiefirst.com;