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Blocking uncategorized or unclassified categories for domains is not possible in Cisco Umbrella because blocking this category would lead to a poor Internet browsing experience for our users.
Domains are used for more than just HTTP. Since Cisco Umbrella categorizes domains at the DNS layer, domains that don't have HTTP on them cannot be classified because there's no content Cisco Umbrella can view (like domains used for FTP or SSH).
If an "Uncategorized/Unclassified" category were available in Cisco Umbrella, it would unnecessarily block all domains used for non-HTTP protocols.
As an alternative, you can use the "Newly Seen Domains" Cisco Umbrella security category to achieve functionality similar to blocking uncategorized/unclassified domains. Read more in the Umbrella Knowledge Base about blocking with "Newly Seen Domains."