Been looking for something like this for my windows computer. Little Snitch has been invaluable over the years but never found anything that covers it’s features for windows
If you are looking for a simple and light firewall (but still better than Windows Firewall), I recommend using Simplewall. It does not require a kernel extension and works with the API provided by Windows to do network filtering.
Simplewall is amazing- and is impressive in how it's able to stop a lot of Microsoft's attempts to get Telemetry out.
I've been looking at Portmaster for a while- it seems to be a valid option for those of us who dabble with the idea of totally halting the telemetry despite it being designed to be hard to stop
https://github.com/henrypp/simplewall