It is possible that the Control Center app on your MacBook Pro is turning off your firewall because of a bug or a configuration issue. - Have had some issues in the past.
Heres what you can try to resolve it:
- Update macOS to the latest version: Go to the Apple menu > System Preferences > Software Update to make sure your MacBook Pro is running the latest version of the operating system.
- Check the firewall settings: Go to the Apple menu > System Preferences > Security & Privacy > Firewall and check the firewall settings to make sure they are set to your desired level of protection.
- Disable the Control Center app: If the issue persists, you may want to temporarily disable the Control Center app. You can do this by using the Terminal application. Open Terminal and enter the following command: sudo chmod 700 /System/Library/CoreServices/Control\ Center.app.
- Reset the firewall: If disabling the Control Center app does not resolve the issue, you can try resetting the firewall. Go to the Apple menu > System Preferences > Security & Privacy > Firewall and click the lock icon to make changes. Then click the "Turn Off Firewall" button and immediately click the "Turn On Firewall" button.
I would say to Re-image your MacBook but since you have just done that try whats listed above^.
If the issue is still occurring hopefully someone else can help you. Since Apple support wont help:(