Jety 2011 was  so kind to include this information back in the "Final Countdown" thread;

"Yes. Block the game with the windows firewall (go to firewall with advanced security, outbound rule, then block GTA5.exe, GTAVLauncher.exe and PlayGTAV.exe)

If you lauch the game it says Code 2. Ignore it and press offline mode. Have fun playing!"

 

I have since done this, and receive the Code 2 message and press Offline mode as suggested however, this message pops up. 

Is there a way to continue to play single player, with the firewall on? Right now the game just keeps closing after that message.

 

 

play with internet off

 

Playing without updating doesn't work very well on the Retail/Warehouse version.

Your best bet is to unblock it, wait for it to start updating, pause it, close the updater, then block it again, and start it.