How to block VPN connections?

I have a UTM 5 that is running the latest firmware version.

I have setup a rule (using a schedule) to shut down all outbound WAN access after 10 PM. However after 10 PM, it is still possible to establish a VPN connection.

How do I configure the UTM 5 so that all outbound access including VPN connections are blocked?

Note: the simple use-case is to go to the WAN LAN Rules and set outbound to block always (without any allow rules). From my simple view of the firewall, I would expect this to hard-stop all traffic; but, it doesn't.