Can firewall block connection over VPN?
Android permits only one VPN to be working on the phone and that is the problem since firewalls also usually create a VPN and you are forced to switch off the VPN to make the firewall work.

However, there is a workaround, at least in some cases. I use Adguard which is an Adblocker with an integrated firewall. It creates it's own VPN on the device locally to filter ads. I also use Keep Solid VPN which is set to always use in my settings (Pie) . Adguard has a proxy mode which permits both VPNs to be used and since your device is rooted, it is easier.

However, note :


All VPNs may not work in this fashion. Check the Adguard forums.
In proxy mode, the efficacy of Adguard firewall is reduced but in my case I have no problems in blocking internet access to apps.
If I want only the Firewall functions but not Keep Solid VPN, I simply disconnect it from the notification panel. 


To sum up, it's possible but you need to invest time in checking and ensuring both work.