From a partner:
I called the support line on this one but did not get a solid answer.
Q: with protectlink web protection. Can you limit all websites but 1.
I am not sure that setting the security to high and checking all 80 categories, at the same time listing 1 URL in the approved box that you can guarantee that all websites but 1 will be blocked.
Can you reach out to some one on your team to see if they can confirm if the above config would work?