Google Page Speed Insights recommends Leverage browser caching Google complains on leverage browser caching on the following files:

Leverage browser caching for the following cacheable resources:
https://www.googletagmanager.com/gtm.js?id=GTM-xxxxxx (15 minutes)
https://www.googleadservices.com/pagead/conversion_async.js (60 minutes)
https://www.google-analytics.com/analytics.js (2 hours)


I have the following in my .htaccess file which should set all files to 2 weeks:

# Requires mod_expires to be enabled.
&lt;IfModule mod_expires.c&gt;
  # Enable expirations.
  ExpiresActive On

  # Cache all files for 2 weeks after access (A).
  ExpiresDefault A1209600

  &lt;FilesMatch \.php$&gt;
    # Do not allow PHP scripts to be cached unless they explicitly send cache
    # headers themselves. Otherwise all scripts would have to overwrite the
    # headers set by mod_expires if they want another caching behavior. This may
    # fail if an error occurs early in the bootstrap process, and it may cause
    # problems if a non-Drupal PHP file is installed in a subdirectory.
    ExpiresActive Off
  &lt;/FilesMatch&gt;
&lt;/IfModule&gt;


I verified that I have the mod_expires module enabled.

In Cloudflare I have Browser Cache Expiration set to 2 hours.
As these files ain't located on your server you can't do anything about it except wondering why Google Page Speed isn't smart enough to distinguish between on-site resources and external resources. Or why Google itself doesn't do with these files what it suggests should be done with them. I guess, that's some weird kind of paradox ;)

All you could do (highly hypothetically) is to download these files and  add them to your own server and let Drupal use these local copies instead of the remote files. But I assume very strongly that this would break the functionality of these services.