Yes, I think that this is true: NeoBackup and Seedvault use a different backup format.
Unfortunately, I do not know whether Seedvault works on /e/OS U to backup and later restore all data. There is a dedicated thread: [HOWTO] use Seedvault early to understand Android backup
NeoBackup: See above (Seedvault, or take a look here: [HOWTO] Backup and Restore Data on Android Devices)
AFWall: Indeed, /e/OS has inherited from LineageOS the option to block internet access for specific apps, see e.g. https://www.reddit.com/r/LineageOS/comments/5qi42v/tutorial_block_internet_access_to_an_app/: Go to the Phone Settings > Apps > “See all (some number) apps” > choose desired app > “Mobile data usage” > There are several options to restrict network access for this app.