As it stands it's not possible to make a rule to place a blanket block rule over a certain protocol (save is greyed out with no addresses)

I always add an empty space in either the remote or local rule, then it allows me to save and the rule works just fine.
Did you try that?
Does empty space = everything? Or do we use * wildcard?
Use wildcard for this (it's a strict rule, one * is enough for any remote or local)
Anyway, ICMP is already exists in-box as user rule
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Use wildcard for this (it's a strict rule, one * is enough for any remote or local)