Outgoing calls are not affected byt the BT phone or Sky Shield.
We have the original BT8500 phone. You store allowed numbers - and if you have them blocked numbers.
When a call comes in from a number you haven't stored or a withheld number, the caller is asked to identify themselves then push #
Your phone then rings, you hear the caller say "Joe Bloggs from ABC"
If you know them then you press 1 to accept the call. You could alternatively press another key to add them to the blocked list.
If its a genuine call, likely to call you again, you can save the number - they'll then get through straight away next time.
There's other settings for international numbers.
The Sky Shield works the same way - except you can add good/bad numbers via your Sky account - then you can also add numbers when they call.