Greetings From McAfee!!
Sorry for the inconvenience caused. Typically, the Firewall prompts you to accept or refuse an app's attempt to access the internet. When you make your selection, the Firewall creates a rule to remember and enforce your choice. If an app doesn’t have a rule that allows it to access the internet, your Firewall blocks the application to protect your computer. Please go through the attached article for the same.
Stop McAfee Firewall from blocking apps and devices in Windows.
Alternatively, you can reach consumer support from below link for any queries
McAfee Consumer Support
Ganesh Raju R