I would suspect based on the type of message you're getting that this might be a problem with the service you're using vice the firewall. If the firewall were blocking the connection, it'd likely completely fail. Since you're getting a message saying something about the remote end, communication is working. The firewall doesn't specifically know how to change that message -- unless something like a 404 is being interpreted as such.
If you haven't done so already, I'd suggest reaching out to the support team that maintains that product.