Another data point for the definition of Empire being control of foreign policy. H.H. Scullard writes on Rome's run-in with Sparta:

But Flaminius would not go as far as his [Greek] allies desired; as with Phillip [of Macedon], he wished to cripple, but not destroy. Once again it was the Romans and not the allies who dictated terms, which included the surrender by Nabis of Argos and other towns and of his fleet, an indemnity, and the renouncing of the right to make war or alliances.

When Germany established a colony in New Guinea in the 1880s Queensland raised up militia and prepared to go and kick the Germans out. The Colonial Office was not happy, and told the Colony of Queensland to drop any thoughts of military action against the German outpost. Britain was concerned it would precipitate war in Europe.

It is interesting to note that Australia didn't bother ratifying the Statute of Westminster until 1942 after the GAPF had been switched from the UK to the US.

The Department of External Affairs was established in 1935 when it was split out of the Prime Minister's department. Prior to that the Prime Minister had usually dealt directly with the Dominions Office and it was not until 1974 that the Australian High Commissioner in London reported to the foreign affairs department rather than directly to the Prime Minister.

Joan Beaumont writes:

The department's role in these pre-1939 years was so limited that it was scarcely recognisable as a modern foreign office.

Quite late in Australian history.