Well in Webadvisor the options have a trusted site area ie the down arrow next to the green box (In firefox) though you said firewall disabling enabled you access that could be netguard try disabling that in the firewall settings.
I assume no warning so maybe look in navigation and security history and see if it shows any comment there.
If not that could be a port setting required though the banking support would have warned re that.
last option is call McAfee support
If I may add in addition to PK suggestions. You may try adding it to your (Trusted Sites) in your Browser as well.
It also could be the firewall or Parental Controls (if active). A screenshot would help perhaps. I would ask Technical Support, the link is at the end of Peacekeeper's first response.