I want our domain clients to be able to access internet only while connected to our VPN server, so they are safe on all foreign Wi-Fi.
How can I accomplish this? Windows 10 proxy?
11 Answer
The simplest is to use a firewall rule which you may push to the users.
A simple and easy trick is to designate the general network as Public and the VPN as Work/Private, then block all traffic on Public networks.
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