Thanks everyone, so here's my plan.
Limit access to the FW
ALLOW DNS access to the local DNS resolver for all the VLANs
Limit access to the WAN, no port based, but DNS/IP based, I need to evaluate pfBlockerNG
Surricata
The latest challenge came up with the VPN... Restrict the traffic with the VPN it's not possible unless I set a HAProxy before, performance wise I should be fine, I have overkill hardware, but it's an additional service to maintain and to troubleshoot in case of issues, I'm not sure if I'm gonna do that, would you?
In any case, this is the problem I've met there, and I didn't even restrict the traffic, any idea? openvpn-puts-down-internet-traffic
Please ignore the second message and jump to the 3rd, unfortunately I couldn't edit it.