The release of MacOS 11.0, otherwise known as "Big Sur", has had some fundamental changes made to its core in comparison with earlier versions of the OS.

This means that all Anti-virus scanners, including AV software from ESET for MacOS 11.0, must now use system extensions (and therefore work as local proxies) for modules such as the Web and email protection module. In essence this will not change the behaviour of the module, but you will now see a network adapter proxy in System Preferences>Networks.

It is important that the proxy is connected at all times and that the server address is set to localhost in order for the Web and Email protection to work.

The network communication is still filtered locally and is not routed anywhere else.

If you don't want the ESET security software to filter the network communication, disable the firewall and the Web and Email protection (this is not recommended).

An example of how it looks: