Does firewall help in sealing VPN leaks?

I have GL.Inet AR300M. There is a firewall option, so far I have done these measures, let me know if they help in securing my tunnel:

  • Custom LAN DNS
  • Internet KIll Switch
  • VPN Policies for work laptop

Would firewall help in not allowing non-UK connections? How would I go on about doing this?

The firewall section on the router, is actually doing some port forward etc.

For leak protection, don’t do anything in the firewall section.