Hi TabulaRasa2021,
Welcome to Apple Support Communities. We're glad you've reached out for help with Mail and the application firewall on your MacBook Air. We're glad to help in any way we can!
It isn't necessary to have an entry for the native Mail app in the Firewall section of System Preferences > Security & Privacy, so you can remove that entry entirely.
So that we can help with any sending issues you're experiencing, please let us know all about what's going on. What happens when you attempt a send a message? Do you see an error message?
Do you have multiple email accounts configured for use in the Mail app? If so, is the issue affecting outgoing mail from each account?
Let us know if the information in this guide helps:
Troubleshooting email problems in Mail on Mac
Have a great day!