I think that there is no way to protect against 'everything'. Because your device-in-the-middle should proxy many protocols, do security certificates substitution to keep an eye on encrypted connections, make a decrypt-check-encrypt-forward some data, it will need more performance than ordinary PC with antivirus, because for example, when you have shared folder allowing someone upload files, locally-installed antivirus checks file when service tries to save it on disk and it does not need to decrypt network traffic.
Device you want depends on services you provide to network. If saying 'file sharing' you mean FTP, you need much cheaper hardware than for SMB share and it is quite possible
Anyway, this device-in-the-middle is still a computer with OS and couple of programs installed.
I have heard about such enterprise devices, but not about versions for home user.
Reasons of low population of such devices are:
- They can not protect end-user machine well because they can dont make integration with OS. So, if some bad files are encrypted with unknown algorythm, it should pass this file through and this code will be executed on your machine. However locally-installed Antivirus can follow all the tings that executed file makes and it will alert you if ther are any potentially-unsafe operations made.
- They must implement tons of network analysing features, and the localy-installed antivirus can implement less, because locally-installed AV has access to every piece of your PC and can follow which program does bad things on any levels of your software and hardware
- It is much cheaper and easier to produce, install and support software, than hardware, so, almost nobody interested with such devices