I will advise to start reading about the Firewall , then about the Network Gateway , and then decide what is easier to configure. In my opinion, it is easier to properly configure the gateway, but in your situation, everything could be different.
Как я могу заблокировать все отсылы из них?
it is solved elementarily at the gateway level not by prohibiting unknown hosts and ports, but by resolving known ones.
And, by the way, I almost forgot, maybe everything is more flexible, everything can decide the use of a proxy server . It can be deployed both on the gateway and separately (this will allow you to specify it in the program settings, thereby not allowing everything from the system to receive Internet access in a row). And the analysis of proxy logs can be more informative in comparison with the logs of gateway firewalls, such as iptables or ipfw, and can better help detect leaks and traffic management.