You router does not have that ability.
Its hard to say how this device is accessed remotely, it appears to almost use some form of VPN.
The best way is if you just don't tell it how to get to the internet in the first place.
If you set a static IP address in the unit with the proper mask it will be able to talk to all the devices in your house. The way it knows how to get outside your house is the statement marked gateway. If you leave that blank it can't know where your router is....even though you likely use a common gateway address the device will not attempt to guess. If it will not allow you to leave it blank then put in some unused IP. For example if you actual router gateway is 192.168.1.1 put in 192.168.1.250. It...