Claim that my Cloud Account was hacked.

Apple does not make such calls.

All such calls are scams from criminals attempting to steal your personal and financial information. The callers will often use number spoofing to pretend they are calling from a legitimate business. The correct course of action is to hang up on them, repeatedly if needed. 

Avoid phishing emails, fake 'virus' alerts, phony support calls, and other scams - Apple Support

Did you see that message when you signed in with your Apple ID? If not, then it is a scam. 

Did you provide any potentially damaging information to anyone? If yes, you'll need to follow up, for example, with a credit card company, Apple, your bank, etc.

If you gave you Apple ID password to the scammer, then

Change your Apple ID password https://support.apple.com/en-us/HT201355

Here is what to do after you change your Apple ID or password

https://support.apple.com/en-us/HT204071

And, here is some information on how to "Avoid phishing emails, fake 'virus'

alerts, phony support calls, and other scams:" https://support.apple.com/en-us/HT204759This

read also provides information on how to "report phishing attempts and

other suspicious messages to Apple."

Here is another read that covers scamming. It deals with the App and itunes Stores, but it also has more general applicability https://support.apple.com/en-gb/HT201679

Montanto Said:

"Claim that my Cloud Account was hacked."

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It's a Scam:

Having read all of this --- it's a scam --- and you fell for it. Now, with your Apple ID Account being in high-concern here, here's what you should do:

• Modify: your login credentials (Open a New eMail Account and Use a New Password)
• Associate: a different method of payment to your account
• Enable: Two-factor authentication for Apple ID

As for Managing Your Account:Device Usage, Refer to these Links:

• Check your Apple ID device list to see where you're signed in - Apple Support
• View and remove your associated devices for purchases - Apple Support

macOS's firewall is specific to application, not ports.

for instance if you wanted to block ftp communications for an application like Filezilla or Cyber duck you could add either or both of those application to your firewall rule, but if you wanted to block port 21 that is used by the FPT protocol you cant do that with the macOS firewall.