Thank you for being a Cofense customer.
We <<heart emoji>> working with you and your team at Allianz. How can we help you today?"
I do not work at Allianz, but at another large German company that appears to share a web proxy service with Allianz, who are apparently Cofense customers (or Cofense believes they ought to be).
In essence, what I've done is set up my router to intercept all HTTPS traffic and direct it to a proxy program that I wrote myself. All the program does is look for DoH traffic and drop it on the floor, just passing the rest on to its proper destination. This requires installing a custom cert on each browser so the proxy can decrypt the HTTPS stream.
If I were to do this today, I'd look into formal tools to do this, such as mitmproxy or somesuch. That's not a specific recommendation, I've never used it. But there are a number of similar tools available. One of them is likely to be a good solution!