OpenSnitch is described as 'Firewall for Linux providing interactive outbound filtering, blocking ads and malware domains, configurable via GUI, with centralized node management' and is a Firewall in the security & privacy category. There are more than 25 alternatives to OpenSnitch for a variety of platforms, including Linux, Mac, Windows, Android and iPhone apps. The best OpenSnitch alternative is Portmaster, which is both free and Open Source. Other great apps like OpenSnitch are simplewall, Pi-hole, GlassWire and NetGuard.
Closest in terms of functionality if looking for an open source alternative that supports windows instead of linux