Password protected and encryted files are easy to block on the MWG. The property for that is Body.IsEncryptedObject, and simply a true or false option.
The NDLP is a bit trickier. There is no global option for encrypted files. The best you can do is look at the Templates section and create a Construction of "Content Type" "is any of" and choose the following options:
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In the NDLP create a policy with the content type as ''EncryptedZip" and the action as 'Block'