The best Firewall alternative to Orbot is InviZible Pro, which is both free and Open Source. If that doesn't work for you, our users have ranked more than 25 alternatives to Orbot, but unfortunately only two of them are Firewalls.
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Much like Orbot it can route things through TOR. But unlike Orbot, it can also route through DNSCrypt servers or I2P and it has a firewall. I mostly just use it for dnscrypt though.