To permanently block outgoing traffic to specialspecific domains you should create a new anchor file and add it to pf.conf.
mybadhosts = "{ www.domain.com, domain.com, www.domain2.com, domaindomain2.com }"
mybadports = "{ 443, 80 }"
block drop out proto tcp from any to $mybadhosts port $mybadports
The additional domain names in mybadhosts are just an example how to add additional domains. The same goes for port 80 in mybadports.
A simple but less flexible solution is:
block drop out proto tcp from any to domain.com port 80
Alternatively you may create your own launch daemon similar to the answer here: [Using Server 5.0.15 to share internet WITHOUT internet sharing][1]Using Server 5.0.15 to share internet WITHOUT internet sharing.