Have you looked under Menu - Configuration - Server Settings - Event Filtering?
You may need to checkmark event 1096 - Port blocking rule detected and NOT blocked.
The fire wall is not a loggable event. Only IPs evtents are loged. Fire walls are loged on the clients only...
Firewall events can be logged and queried in ePO. When you create a block rule in the firewall, however, you have to mark the box that says 'treat match as intrusion'. At least this is so in HIPs 7.. not sure about 8. I have verified this with testing recently.