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To do the same on macOS you have to generate PF rules and load them. Depends on your tech skills, you can read PF rules from Eddie source code, write it to the file, do small changes and load them via /sbin/pfctl. You can read about how to use pfctl command by running in your terminal: man pfctl You can use AirVPN console client named hummingbird which can do network lock too. Another option is to use third party tools to archive the same goal. For example you can use killswitch or netlock tools which will generate PF rules for you. If you use third party VPN client, like Viscosity or Tunnelblick you have to think about DNS leaks on reconnect. Using configs with server names instead of ips requires to resolve dns name on connection. To mitigate this you can use special dns server to resolve airdns domains. This can be done using dnscrypt-proxy or dnsmasq.

I have been researching privacy stuff for years. Yes I saw a few of Knudsen's videos, pretty good basic round up especially for beginners. But there is SO much more Apple does now which he (and nobody else) covers. I honestly dont think many people realise just how sneaky Apple are being lately. In a word, BASTARDS.

Heads up: Last I heard, Apple robbed the system interfaces Little Snitch uses of its teeth. Some Apple services, including telemetry, are unblockable with this on Big Sur and up.