In warcprox and in the WBM live web checker we have the concept of "dead hosts". These are hosts which always deny our connections.
https://github.com/internetarchive/warcprox/blob/f31143183490b29182ba1d11ca908d18b5b5e572/warcprox/mitmproxy.py#L397

When a host:port denies N number of connections, we add them to the dead hosts set in memory. For every new URL we always check if they belong to a dead host to avoid doing the request altogether. This way, we skip a lot of invalid connections and useless waiting for network timeout.

The dead host cache can be refreshed every hour / day according to the implementation.
Zeno could keep the dead hosts in internal memory (it will not be common across all Zeno instances).