I’ve used Ezoic myself too, but not in combination with free hosting.
The nameserver thing is not just for validation. They actually proxy all web traffic through their servers, so they can do the bidding and ad selection process on their servers instead of the browser of the visitor.
The cookie redirect thing is 100% related to the browser validation system. I don’t know exactly why Ezoic’s proxy would trigger this redirect, but I can guarantee you it’s not an IP whitelisting thing.
This is not something we can just fix or turn off for you. So I think your options are to use a different ad provider or a different hosting provider.