Does this show anything at all without purchases? I installed it and turned on notify on access and I have gotten no notifications so far.

How does that compare to having filtering done by the VPN? Many VPN services tend to do that nowadays, right?

is this the best available option on Android? Is there any alternative I should give a try?

GrapheneOS has Network as an Android permission, that you can grant/revoke per app

While I'm normally not someone who pays for apps, and is annoyed at fdroid releases having paid features, I had such a fun time figuring out and bypassing the challenge/response part of the app (without just commenting it out and recompiling) that I decided to send €1.23 his way.

When you try to purchase pro features it should really display the price...

AOSP has a pretty well functioning firewall, good enough that GrapheneOS implements and builds on it.

https://grapheneos.org/faq#firewall

Yeah there's no stats or traffic info, but until Android has a real way of using multiple VPN interfaces or exposes adding routes to users/apps, these VPN-based local tools are a no-go.

How do you use this if you already have an always-on VPN enabled?

Blokada (blokada.org) is another good alternative.