I will probably turn the severity down on this one, but for anyone doing research I ran a basic connectivity test in Administration > Diagnostics and in this particular case the firewall wasn't blocking anything - at least at the time I ran the diagnostic.
Successfully contacted ICP "PBX5" on ports:
UDP port 69, UDP port 20001, TCP port 6800, TCP port 6802, TCP port 3999
Failed on these ports (this is not necessarily a problem):
TCP port 6801, TCP port 3998