Portmaster is a free, open-source application firewall for Windows and Linux: it lists every program’s every connection in real time and lets you block by app, by domain or by default-deny. Its filtering decisions rely on Safing’s built-in rule sets and blocklists, so a connection is only stopped if a rule or list covers it.
That makes your review part of the setup: check the dashboard, see what slipped through with no list matching it, and decide per app. It sits deep in the operating system, so expect occasional friction with VPNs and corporate software, and there is no mobile version. The visibility alone changes how you think about your machine.