For Android, it is extremely easy to do that via an app called NoRoot Firewall. What it does is it creates a VPN server on localhost and routes all traffic to that. When an app wants to connect to a host, it shows a notification which when clicked, you can see the URL/ip and the app name. Then, you decide whether you accept the connection or not. It supports permanent blacklisting and whitelisting as well.
Since a browser like Opera can integrate a proprietary VPN without messing with OS network settings, doing the same on other browsers should be possible.
it actually doesn't because you can actually make a rule, and then the application will falollow it from that point on with no more notifications. The rule can include wild cards for parts of the hostname, or the IP address, or the port, or both
Since a browser like Opera can integrate a proprietary VPN without messing with OS network settings, doing the same on other browsers should be possible.