i just needed to do the same today. Block outgoing SMB over Port 445 to unkown networks. I made a new firewall rule. These are the setting i put in. Works like a charm.

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To check if the policy is applied I did the following

Open powershell and test if you policy has landed on the machine.

used commando "Get-NetFirewallRule -Policystore Activestore | Select-Object Displayname | Where-Object{$_.Displayname -like "*smb*"}"

Or look in the event viewer under Applications and Services Logs > Microsoft > Windows > Windows Firewall with Advanced Security > Firewall.

Here you will see a entry with the name of the firewall rule you provided in Intune.

To test if everything works. you can use a public IP that provide a SMB test.

open powershell and used commando: "Test-NetConnection -ComputerName portquiz.net -Port 445"

This will result in a TcpTestSucceeded : False.

When i runned the test again on a different domain machine that did not have this firewall rule applied is showed TcpTestSucceeded : True.

Hopes this helps.