Downloaded Intercept today cause my Chrome browser kept opening to web.bwanet.ca all of a sudden + all my open tabs were gone. Is there a specific feature in the Sophos app that can stop future hijacks?
First it is totally unclear why the tabs are gone. Can be anything between a simple bug in the web browser or a sophisticated attack.
And second nobody knows what bugs and vulnerabilities are hidden in the browsers you mentioned and additionally what bugs and vulnerabilities are introduced in the next version.
Hence from my perspective the only answer you can get is
NO. Nothing can prevent or stop unknown problems in a constantly updated software browsing constantly changing web sites.
You can always protect yourself only against known problems. This also applies to software like Sophos Intercept X.