GA4, Managed Challenge & Referrer Data

Hey there,
Looking for some guidance on referrer data not being passed through to our GA4 tracking (or UA before it, for that matter), seemingly after implementing Managed Challenge.

This results in well over 90% of our traffic ending up in “Direct” in Analytics (the expected behaviour for the circumstance) and so we’re looking into what we need to do as a workaround. Do we need to implement GA4 through Zaraz? Or is there something else we can do, or are missing?