Indeed the interfaces window would not list any/all interfaces and when applying your settings it states "Sentry on failure: no such file or directory". Blocked pages can still be reached; apparently it doesn't block anything because of this error. The "configure as startup item" is a bit a vague description; it doesn't show up in the login items. So how to disable the startup item?
I was a happy user on Classic, but this seems to have a way to go before it comes close... Hopefully a bug fix version will be available very soon.