Comment by TwoNineFive

Binisoft WFC for Windows is a free outbound firewall. It was acquired by MalwareBytes awhile back, but they have not interfered with development so far.

https://www.binisoft.org/wfc.php

It has some areas where improvement is needed, but the fundamentals work and the user interface design is decent.

I am surprised it's not more popular for Windows users. All of the alternatives I've tried have critical issues which made me dismiss them as unserious.