You can check if the firewall is blocking an app on the Allowed Apps screen in the control panel ... The app does not connect ...

These are invariably scams, but to the untrained eye, they could look like a genuine pop-up from a firewall ... AI model to ...

1Blocker does a nice job walking users through setting up Firewall, which requires a local VPN profile to run on your device. That allows the app to run a network extension that monitors the traffic ...