Hello theruska,
Welcome to Microsoft Community.
I understand that you are having some problems setting up parental controls.
Have you granted your child a family permission?
If you have added a family permission to your child's account and you want to block your child from downloading non-Microsoft apps you can try the following.
- Go to the account.live.com website and sign in with your Microsoft account
- View your family
- Manage your child's license in your family, if your child has not added a license, please try to add a license

- Click Manage your child's access to third-party apps

5.Click "Access is prohibited ", then your child can only access Microsoft applications
In addition, you can manage licenses as follows.
Sign in on your son's computer with your Microsoft account>then open Settings>Accounts>Family>Add your Microsoft account and your son's Microsoft account>and set it to allow login>then Windows+L lock the computer>Select your son's account to sign in>Then you will be prompted whether you are a parent or non-parent>Select you are a parent and sign in with your Microsoft account>Then set permission and screen time for your son's account>Just follow the prompts
You can refer to the following link on how to manage parental permission and set screen time.
Managing parental consent - Microsoft Support
If there is anything not clear, please do not hesitate to let me know.
Best Regards,
Lenka-MSFT| Microsoft Community Support Specialist