you are doing nothing wrong. To my knowledge, there is no effective firewall app for android that doesn’t occupy the VPN connection. From my understanding, you either have a VPN or a firewall. I have found no work around for both that was effective.

Not sure what your hardware looks like but I set up a degoogled RPI running on linageos 22. Been running solid for about 6 months now. Definitely not a beginner project, took me a bit of work to get it up and running but hasn’t failed me yet!

https://konstakang.com/devices/rpi4/LineageOS22-ATV/

Its honestly a coin toss. Great resource for finding books, don’t get me wrong, but its hit or miss if the book you want is in the right format for what you’re asking.