Yes and no.
You can use various Network Extension providers (content filter or transparent proxy) to intercept network connections. However, most HTTP requests are protected by TLS and your NE provider can’t see inside that [1]. A transparent proxy can get around that using TLS interception [2] but many clients use certificate pinning to protect themselves from such malarkey.
You can achieve much of the same result, with much of the same limitations, by implementing an HTTP proxy and then changing the macOS default proxy settings to point to your proxy.
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Quinn “The Eskimo!” @ Developer Technical Support @ Apple
let myEmail = "eskimo" + "1" + "@" + "apple.com"
[1] This is different on iOS btw, where the filter data provider does have access to plaintext HTTP requests made by WebKit.
[2] The Wikipedia info on that is pretty limited, but there’s lots of other info out there on the ’net that covers this, for example:
https://www.cloudflare.com/en-gb/learning/security/what-is-https-inspection/