Below is a probabilistic proof that such tilings exist for all sufficiently large (even) $n$. I recognize this might not be in the spirit of the question, since the method is non-constructive, but I thought it would be good to rule out impossibility proofs.
Building the (random) tiling:
For $n = 2k$, think of the $n \times n \times n$ cube as a $k \times k \times k$ cube of $2 \times 2 \times 2$ subcubes (I'll refer to these as just "cubes" going forward), with centers at points in $C = \{1, 3, 5, \dots, 2n-1\}^3$.
Independently assign to each of these cubes a tuple at random from the set
$$D = \{x, y, z\} \times \{-1, 0, 1\} \times \{-1, 0, 1\}$$
according to some fixed distribution $p$ over $D$ to be chosen later. Loosely speaking, this tuple indicates the line that the cube is "assigned" to block: for example, if a cube centered at $(a, b, c)$ is assigned $(z, i, j)$, then the cube will attempt to block the line in the $z$-direction given by $x = a+i$, $y=b+j$ (similarly, if assigned $(x, i, j)$, the line $y = b + i$, $z = c + j$, and if $(y, i, j)$, the line $z = c+i$, $x = a+j$). The meaning of this will become clear once we construct the tiling. Let $F$ denote the resulting random assignment $C \to D$.
Now, given the assignment $F$, we construct the tiling as follows. Consider a cube centered at $(a, b, c)$, and suppose WLOG that it is assigned to block a line in the $z$-direction.
Case 1: If $F(a, b, c) = (z, 0, 0)$, the cube is assigned to block the line $x = a, y = b$, so we simply place two $2 \times 2 \times 1$ blocks in the cube, arranged as below to block the line.

Case 2: If $F(a, b, c) = (z, 1, 0)$, the cube is assigned to block the line $x = a+1, y = b$. This line meets the cube along one of its faces, and so the cube can only block the line if the cube on the other side of this face "cooperates", i.e. if the cube centered at $(a+2, b, c)$ is assigned the same line, meaning $F(a+2, b, c) = (z, -1, 0)$. In this case, we place four $2 \times 2 \times 1$ tiles in the two cubes in order to block the line as shown below:

We can place the tiles analogously in the case $F(a, b, c) = (z, 0, 1)$, if $F(a, b+2, c) = (z, 0, -1)$ as well.
Case 3: If $F(a, b, c) = (z, 1, 1)$, the cube is assigned to block the line $x = a+1, y = b+1$. This line meets the cube along one of its edges, and so the cube can only block the line if the three other cubes meeting at that edge all cooperate, i.e. that they are all assigned to the same line. This means $F(a+2, b, c) = (z, -1, 1)$, $F(a+2, b+2, c) = (z, -1, -1)$, and $F(a, b+2, c) = (z, 1, -1)$. In this case, we place eight tiles in the four cubes to block the line as shown below:

We place tiles in cubes assigned lines in the $x$- or $y$-directions according to the analogous conditions to cases 1, 2, 3. After tiles are placed for all cubes satisfying these conditions, we are only left with empty and full cubes, i.e. no cubes are only partially filled by tiles. Thus for the remaining cubes we can separately fill them with tiles according to the diagram in case 1; no conflicts are created. At the end, we have a complete tiling of the $n \times n \times n$ cube.
Analysis:
We can now analyze the probabilistic properties of the resulting tiling. For convenience, let's say the distribution $p$ over $D$ satisfies
\begin{align*}
p(w, 0, 0) &= q_1 \\
p(w, \pm 1, 0) = p(w, 0, \pm 1) &= q_2 \\
p(w, \pm 1, \pm 1) &= q_3 \\
\end{align*}
where $w = x, y, z$, for some $q_1, q_2, q_3 > 0$.
Consider the probability that a line in the $z$-direction, say the line $L$ given by $x = a, y = b$ (for some $1 \leq a, b \leq 2n-1$), is not blocked.
Case 1: $a$ and $b$ are both odd. This can only happen if none of the cubes with centers along the line are assigned to block it. Each such cube is assigned to block it with probability $q_1$, and there are $k$ cubes which are assigned lines independently, so the probability that $L$ is not blocked is at most $(1 - q_1)^k$.
Case 2: One of $a$ or $b$ is odd, the other even. Say $a$ is odd. Note that for each odd $c$, $L$ is blocked if both the cubes at $(a-1, b, c)$ and $(a+1, b, c)$ are assigned to it, and this happens with probability $q_2^2$. Since there are $k$ such pairs of cubes, assigned independently, the probability that $L$ is not blocked is at most $(1-q_2^2)^k$. The same holds if $a$ is even and $b$ is odd.
Case 3: $a$ and $b$ are both even. This time, for each odd $c$, $L$ is blocked if all four cubes at $(a \pm 1, b \pm 1, c)$ are assigned to it, and this happens with probability $q_3^4$. Since there are $k$ such groups of four cubes, the probability that $L$ is not blocked is at most $(1 - q_3^4)^k$.
There are $k^2$ lines matching the first case, $2k(k-1) \leq 2k^2$ matching the second case, and $(k-1)^2 \leq k^2$ matching the third case. The same holds for the analogous cases in the $x$- and $y$-directions, so the probability that there is some line which is not blocked is at most
$$3k^2((1 - q_1)^k + 2(1 - q_2^2)^k + (1 - q_3^4)^k).$$
For any choice of $q_1, q_2, q_3$, this goes to $0$ as $k \to \infty$, so in particular the probability that all lines are blocked is positive for sufficiently large $k$, meaning that tilings which block all lines exist for sufficiently large $k$.
Upper bound:
To get a tangible upper bound on the smallest $n$ for which such such tilings exist, we can try to choose $q_1, q_2, q_3$ to minimize the above expression. The expression is dominated by the term corresponding to the smallest of $q_1, q_2^2, q_3^4$, so we will set $q_1 = q_2^2 = q_3^4$, so there is some $r > 0$ with $q_1 = r^4$, $q_2 = r^2$, $q_3 = r$. For $p$ to be a distribution, we must have $1 = 3q_1 + 12q_2 + 12q_3$, so we can take $r = 0.077343...$ to be the unique positive root of $3r^4 + 12r^2 + 12r = 1$. Then under this choice of $p$, the probability that some line is not blocked by our tiling is at most $12k^2(1-r^4)^k \leq 12k^2 e^{-r^4 k}$, which is decreasing for $k$ greater than $2r^{-4} \leq 56000$, and dips below $1$ by $k = 850000$. Thus tilings blocking all lines exist for even $n \geq 1700000$.
This is a fairly rough upper bound, and can be improved slightly by a less wasteful construction/analysis. There are also other probabilistic constructions which seem to give better bounds, but I don't see an obvious way to get near the appropriate order of magnitude (say, $n \leq 1000$).