Restrict access from Blue to Green/Red-Network

[Guest]

[nic]

Hello,

i've a problem with configuring my blue zone. I want restrict all traffic from the blue network to the other zones. I'll allow only vpn-connections to the firewall with which then the internet access is granted. So i deleted all outgoing connections from the blue network on the firewall. I also deleted all inter-zone-connections from the blue network. But when i'm connecting to the blue network, i still have a connection to the internet. When i restrict the internet-connections on the http-proxy, then i have no connection to the internet, but i still can connect to the orange network (mailserver with webmail).

So, how can i restrict all connections from the blue network?