Incoming network connections message

Open your Applications folder, Utilities, and there you have "Keychain Acces", run it.

Go to the left corner on the top of the screen and select "Keychain Access" -> "Certificate Assistant" -> "Create a certificate". You'll get a new window, set the name of your certificate, i used "iTunes_net", and change Certificate type to "Code signing", create it.

After that run commands in terminal (in my case I replaced your_codesign_certificate_here with iTunes_net), reboot your mac.

Try it.

I solved this problem by following darius_shan advice: open a Finder window, navigate to -> Macintosh HD -> Library -> there will be a file called com.apple.alf.plist - delete it, reboot and you're done.