@Aran Billen,Thanks for posting in Q&A.
From your description, I know you want to set a block policy on downloads from SharePoint and OneDrive for unmanaged devices.
Based on my researching, we can create a conditional access policy to block downloading from SharePoint and OneDrive for unmanaged devices.
Here are some links with useful information you can refer.
https://learn.microsoft.com/en-us/sharepoint/control-access-from-unmanaged-devices
https://www.petervanderwoude.nl/post/conditional-access-and-blocking-downloads/
Non-official, just for reference.
Hope above information can be helpful.
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