If you want to prevent anything like this you either have strong (centralized) controls on the client side - policies hardening the client to the point where no reasonable exploitation avenue is left (no hosts file, no running portable browser, no changing settings, etc.), or strong controls on the network - proxy and make sure no matter what the client wants it goes only where it's allowed (no VPN, no DNS filter bypass, etc.).
Maybe the occasional brilliant kids will find a way, good for them. But there's a limit to how much "ghetto administration" you can do without expending any resources on it and still have your measures hold after a few weeks of curious students probing at them.