Let me explain what I'm looking for:
I'm currently using Eset Internet Security.
Eset firewall has a quirk: When set to "Interactive mode" whenever a new application tries to establish a connection, a message pops up asking for the user to set permissions for the application (allow/deny etc.). As long as that popup is active, the app cannot connect to the internet, but is not blocked yet; it gets a connection timeout, not a system response that its connection attempt is denied.
This makes all the difference in the world. I've encountered many apps which will "work" if their connection requests time out, but will either crash or error out and close or get stuck loading if their connection is denied.
I.e: I start app x, it tries to auto update(I don't want it to), eset pops the question, I wait, the app starts without updating. Then I can safely deny its access until the app closes. Now if I create a rule in the firewall to deny connections for app x, it tries to auto update, its connection gets refused and the app doesn't start.
I've been using this inconvenient workaround for a couple years now, the problem is that the Eset popup is "always on top" of other windows, and it affects regularly used apps.
Hence the need for a firewall which either just lets all blocked apps time out, or lets me determine the mode in which it is blocked on a per app basis. The firewall can be paid, but it cannot be solely IP based, since some apps have lists of hundereds of alternative addresses in case one cannot be reached. I'm also open to alternative solutions if any come to mind.