I think uMatrix extension does that? But the user interface might be a little bit unintuitive at first and you have to learn how to enable and disable specific domains. And you have to click the save button to make the settings permanent for that website. The cool thing is, you have detailed control which domain for each website and even what type they can access.
But that is not strict what you was asking. So if you really want strictly prohibit all domains and files from being accessed and loaded up by default, then you should look into other configuration or extension. I am not aware of such a configuration in Firefox itself.
Edit: Yes I know you don't want to use an extension, but if Firefox itself does not provide it, that would be your best next thing.