This is what I try to achieve from a very high point of view:

Every time someone tries to access my shared folders (on Windows) a popup should open and ask for my permission.

Do you know any tool?

Something like "NetShareMonitor" is helpful for monitoring only

A tool like an Antivirus these days has a focus on outgoing traffic

A normal firewall does not allow me to select at the time of request.

Setting User Permissions is not an option, I want to allow/deny at the time of request even if it is the same user over and over again.