I didn't get anywhere with it, but I found another way that worked after a few tries: Block all website url except some whitelisted - #9 by manuel.vita96
So now I only have the addresses that I wanted working. Unfortunately I can't change the whitelist from the GUI, so it's not possible to easily jump between this and full opening (for updates and stuff), I have to edit the config manually. But it will have to do since I can't get the jail list working.