Protected against malware remote

1. What actually happened or you saw:
Application safe can be infected remote, por exemple; “quaqua” is safe, but “quaqua.exe” connected server for “website/bad.exe”
and capture screenshot, keylogger…

2. What you wanted to happen or see:
Se application connected for TDLR, connection should block and exit apllication

3. Why you think it is desirable:
Connection DNS reverse block even if an application has a server remote, it could not send data

4. Any other information:
Trojan Rat can inject code remotely in application safe, if malicious worker does this, for exemple;
I recently saw that a secure application does this kind of capture, but it is not for bad (they do online streams directly from the application). Even if this is not bad, companies may be ideneous, but workers do not vice versa.