I proposed a Proxy Server only because it might provide more filtering options (eg. by client-side connection). More specifically, I’m describing a Proxy Firewall Server.
Like any other firewall, there are some you would install as software on your own hardware, and there are those that are sold as hardware appliances, and typically it should <replace> what you are now using instead of augmenting to keep things as simple as possible, avoiding scenarios where you’d have to check your rules on both (or more) machines.
TSU