Re using a VPN: I use Netguard on my kindle fire (sideloaded). It builds a VPN tunnel from your device to your same device. This allows you to 'allow' or 'block' all network traffic by app.
The paid version allows you to block by individual address within an app, but you can't pay for the sideloaded version through the Kindle app store, so you have only the 'app by app' version only available. That suffices for most purposes though.
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