How to configure filtering (http and https) of traffic by event?

Question

proxy

There are 250 machines, all brought into the domain.
There is a terminal server remotely to which users connect to work with their program.
Objective:
Restrict users access to certain sites as soon as they connect to the terminal server. After closing the RDP session, access to the sites should open.
How it is better to implement it?

Answer 1

The case when the task is easier to solve by administrative means. Or with crutches like a batch file to run RDP: set up a proxy server
(opaque), where we ban the necessary sites You can, of course, compile from an exe batch file so that you can't see what's in it. The gifted will be able to disable the proxy by unchecking the appropriate checkbox in the browser. I would solve this problem like this