I’m trying out LineageOS. It seems to have most of the user facing stuff I care about. I did have to manually install F-Droid, then add the repo for microG and install that, then manually install Aurora, so some more manual work was required, but it seems fine. It has options to deny network access to apps, though it’s a bit hidden in the network settings for each app instead of thru a “Firewall” app. It also comes with SeedVault so I was able to import my CalyxOS backup and get my apps and settings restored. My banking app (USAA) works fine too.
I’m already hosting my own PiHole and using Quad9 as my upstream, so I have DNS filters already in place. Some apps however if you use a restrictive DNS will just use Google DNS all on their own, so I like having the option to just disable network connectivity altogether for apps that don’t need it.