Is it possible to install/configure a firewall on android without installing apps from PlayMarket?
A little paranoia, but...
On all Linux distributions include a firewall to provide protection and access control...
Android like, too, from the penguin family, but something Termux finds no Iptables, UFW no and put does not.
Is there a way to solve this issue without rooting the device and using terminal emulators?
And terminal your on Andryukha not? Only emulators Game?
console interfaces iptables and ufw are not built into the Android system.
without root, even in normal Linux, you will not be allowed to modify system functions (for firewall).
terminal in Android is not embedded.
in Android, a lot of things are not embedded, there is nothing extra - for all extra additional hole to attack :)