I recently bought an x86 passive cooled box from Topton, an aliexpress merchant, that was recommended by ServeTheHome, a great youtube channel/blog that reviews all kinds of networking equipment for homelabs. Since it’s x86, you can pretty much install anything on it, in my case OPNSense. I recommend you watch some of their videos/read their blogs and see what fits!
You can install ufw and a frontend for it that lets you block specific processes. https://wiki.archlinux.org/title/Uncomplicated_Firewall#GUI_frontends It seems KDE already comes with a frontend in the system settings, and there’s gufw for gnome/gtk.