Yeah, that was the point I was trying to make. I am not aware of APIs on iOS that let VPN apps track and block per app connections flows.
Digging a bit deeper in the developer docs, it looks like it may be possible? https://developer.apple.com/documentation/networkextension/a...
Given that the core firewall is implemented in Go, we should be able to port it to iOS without much worry. But first, must arrange funds to purchase a Mac and an iPhone :)