If user tries to browse to website that is running on IP that is not permitted then this attempt is blocked before connection get's to HTTP. Initial SYN packet gets tcp-rst back and connection is taken down. What you can try is to: Create top rule that permits traffic to your country IP addresses, application web-browsing, action allow. Create second rule below it where destination is any, application is web-browsing and action is block. And edit application response page. If I were you I would add some Javascript to it so if application equals to web-browsing then show text "You are browsing to website hosted outside our country".
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