I am surprised that we don't have a FW on a phone - or an app that can be installed which I can force all traffic from the phone to pass through, with source-app and destination IP/App/Service - and choose to block the traffic we would like.
Are the devices capable of this?
If not rooted then use NetGuard (as mentioned in another comment). It sets up a local VPN on your phone to filter traffic.
Other apps also use the local VPN approach for different reasons, e.g. DNS66 allows you to specify your own DNS servers. You'll only be able to use one VPN app at a time.
Check out Exodus Privacy[1] to see what trackers are inside a certain app.
One could use F-Droid and Yalp Store[2] to try and have a bit more privacy on an Android phone and make it work without a Google account.
[1] https://exodus-privacy.eu.org/en/ [2] https://github.com/yeriomin/YalpStore