Windows shows "No internet" while on WARP

We are using WARP and when we are on WARP, Windows shows “No internet”. Unfortunately, this is confusing end-users who mistakenly, but rightfully, believes that something is wrong with their network. We have followed the steps here: https://developers.cloudflare.com/cloudflare-one/faq/teams-troubleshooting/#windows-incorrectly-shows-no-internet-access-when-warp-is-enabled and added *.msftconnecttest.com and dns.msftncsi.com to the split tunnels, but it seems that it is not enough.

Troubleshooting · Cloudflare Zero Trust docs

Review common troubleshooting scenarios for Cloudflare Zero Trust.