Open up Group Policy Management Console (GPMC).
Create a New Group Policy Object and name it Restrict Internet Access.
Edit and navigate to: User Configuration -> Preferences -> Windows Settings -> Registry and create a New Registry Item.
There are 4 registry items we need to create/update: ProxyEnable, ProxyServer, ProxyOverride, AutoDetect
reference:https://thesysadminchannel.com/how-to-restrict-internet-access-using-group-policy-gpo/
Hope this information can help you
Best wishes
Vicky