Warn or Block Internet Access When No VPN? I use a paid VPN service (TorGuard) and when I run it on my computer, I am able to configure the client to completely block Internet access if the VPN is disconnected...

The Android version of my VPN client does not have this option, so my question is, is there another way I can completely block Internet traffic if my VPN is disconnected?

Alternatively, is there a way I can get some sort of warning when the VPN is disconnected?

I'm using a Kogan Agora 6+, running Android 6.0 ("Marshmallow").
If you set up your vpn connection manually in settings. The three dot menu bar has this option in one if its menus.