ddos – Alternative to Proxy servers for limiting internet access?

My company is using on premise DMZ proxy servers to limit internet access to employees working from home. When they use company laptop, they are automatically configured to go through the proxy server for all traffic. The proxy will then block access to malicious and other unwanted site.

This solution works but is very bandwidth intensive as all traffic is multiplied by 2x. The proxy server is also under heavy ddos attacks (we’re trying to figure this out too)

Is there another solution that can help us protect our company laptops and data by blocking dangerous traffic without using proxy servers? How does your company monitor work from home laptop traffic?

Thank you folks