This documentation is the only documentation I know of.
Of course PlatformIO can be used off-line, but then it can never on-the-fly download needed compilers, frameworks, libraries, etc. etc. Everything must be pre-downloaded (and thus must have access to those sites at some point) and pre-installed. This was already discussed in e.g. Setting up ESP-IDF for ESP32 offline and PlatformIO for VSCode offline installation.
As expected, since the ESP-IDF builder script checks for some Python dependencies being installed and, if not found, will install them via pip, which goes to pypi. Make sure they are pre-installed correctly so that it does not try to install them on the fly. (in a CLI → pio system info → Python executable → <python path> -m pip install <dependency> for all listed dependencies).