Google Tag Manager will collect the attributes from the Hardal as first-party. So you need to using the following code instead as custom HTML tag:

<script>
  (function () {
    var el = document.createElement('script');
    el.setAttribute('src', 'https://<your-hardal-signal-url>/hardal');
    el.setAttribute('data-website-id', 'your-hardal-signal-id');
    document.body.appendChild(el);
  })();
</script>