Hi @DhanA2,
While it's in your best interest to use a first party tracking server, you are not forced into switching all sites at once.
Let's say you have:
(two main domains, one subdomain on one of the main domains)
Technically, you would be better having the two domain As on the same first party (so that when you set cookies against .domainA.com they will be shared, but technically speaking if you roll them out a different times, it shouldn't impact you too badly...
In some cases, I have "third-party" solutions that I cannot CNAME since I don't own the domain, it loads like domainA.thirdparty.com.... so it's not ideal, and I end up with third party cookies... but I still send these via smetrics.domainA.com.
Now, your domainB.com can be set up with a CNAME, or left on the generic tracking... but you'll get better results using first party implementation... but it certainly not mandatory.