I'm going to guess the firewall is blocking it; have a look in %DefLogDir% at the logs there, especially FirewallEventMonitor, and see if you can see any blocking activity at the time you try to make a connection.
Also, Endpoint Security is the name of the platform/suite; Threat Prevention is the AV module that plugs into that platform. So when you say "This was not happening with McAfee AV", I presume you mean the older AV, called VirusScan Enterprise (VSE)?
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