VPN connection issues on MacBook

VPN:

A virtual private network, or VPN, is a private connection over the Internet from a device to a specific network.  VPN technology is widely used in corporate environments. If you need to be "present" on an institutional network, a VPN is a great tool for accomplishing this. it is generally issued and controlled by the institution.

Almost all other uses are a SCAM. There is generally no need for you to have a private connection to a VPN vendor's Network, except to make it easier for them to harvest your data to sell. There is NO security advantage whatsoever in using a VPN. Your connections are already encrypted in most cases.

If VPN vendors just stopped there, it would be bad. But many of these packages also insist on scanning all your files, non-stop, -- nominally looking for viruses, but who knows for sure what data they are harvesting. Their non-stop file reading punishes your computer's performance in the process.

Some also break into your other secure connections so they can be FIRST to examine your data, often leaving your Mac MORE vulnerable to attack.

https://gist.github.com/joepie91/5a9909939e6ce7d09e29

Your question is unclear to me, as is the implied relationship between firewall settings proxies or anything else.

It seems you have been led astray by... something. Please start from the beginning and describe the problem you're facing and what led up to posting your question.

None of this detracts from the excellent advice Grant Bennet-Alder posted. I just don't understand what you're asking.