How can I prevent my PC from connecting to the internet without a VPN connection?

I am running EndeavorOS with XFCE 4 and am using Mullvad as my VPN. To be clear I know Mullvad's client has a lockdown and kill switch mode but it seems like after updating it my PC is connecting to the internet without it. I could be mistaken but I don't think it's blocking anything at that point. I would likely have to wait until the next Mullvad update to test this for sure though. If someone can either confirm or deny my suspicions I would greatly appreciate it because I wouldn't have to find another work around.

All that said if that is the case, how can I prevent my PC from connecting to the internet when Mullvad is not running?

Maybe there's a simple option like binding the network manager to mullvad client application? Ideally I'd like to avoid either not using their client and using some thrown-together update script like

#!/bin/bash

xfce4-terminal --command="sudo pacman -Syu";

/opt/Mullvad VPN/mullvad-vpn";

Edit: Maybe it is connecting after the update but not showing the GUI. I came across this post on GitHub

I have a Mullvad desktop app set to launch on start-up. Also "Start minimized" is set to false. At the system start-up I get connected to the VPN, so the Mullvad daemon apparently starts, but no application window launches. I have to launch it manually.

I did not check to see if this was happening after I updated.