I need a windows client for vless, vmess which supports firewall

I want to connect to the VMess protocol, and block all of the non-vpn traffics.

I try V2rayN and Nekoray, both proxy mode and TUN/VPN mode, but still can't block non-vpn traffic and one of the my apps, detects my real ip.

I want something like Firewall feature in Windscribe app:

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When I enable this feature with Windscribe, all of the my apps including that one detect VPN IP as my IP, but if I use V2rayN or Nekoray, some apps detects my real IP.

Is there any other clients for VMess protocol that supports this feature?

Or can I implement this feature in V2rayN or Nekoray app?

Thanks