Open Source
Firewall that asks before any app connects out to the internet, so you can block unknown or unwanted connections.

Controlling which apps can reach the network. I love making offline apps truly offline. Why does a PDF reader need internet access? It doesn't, so it gets blocked.
Firewall that asks before any app connects out to the internet, so you can block unknown or unwanted connections.

No-root firewall for Android: block internet access per app, on Wi-Fi and mobile data separately.

Application firewall that shows and controls every connection your apps make, with built-in tracker and ad blocking.

Lightweight firewall for Windows built on the Windows Filtering Platform: allow or block each app's network access.

Nothing here for the selected platforms.