Thanks @fsflover, I was hoping for an alternative solution.
@BEBF738VD How did you achieve it? How to find which hosts a domain connects to?
@unman I checked generic websites like facebook, feedly, etc., so I can test. What I got is feedly connect without problems, facebook stop loading with fbcdn.net showing in the loading bar then just show plain non stylized text, other sites directly show me “Unable to connect”, like the ones not in the firewall settings.
This is due to what you mentioned, but I will quote a clearer explanation: