Best firewall for Android?

Hi all . Please write your opinion on this matter. I installed AFWall+ and after that I installed Telegram. I did not give permission to the firewall to use Telegram via wifi and what was my surprise when I received a confirmation code?? I don’t think the firewall is working…

Regain your privacy! Adopt /e/OS the unGoogled mobile OS and online servicesphone

What about mobile data?
Did the confirmation code come in as SMS?

I do not use a firewall as I use the VPN-interface otherwise (my phone is not rooted), but there are some netguard users around in this forum as well as users of Rethink DNS, these apps would be my go-tos if I´d want a firewall.

… and maybe I do not get the point here but what´s useful about denying internet access to a messenger that fully relies on that access for intended use (sending/receiving messages)?