We do not have enough details from your original message to make an effective suggestion. We'd like to gather more information about the issue you're running into. Can you please specify the issue you are experiencing? Do you receive an error code or message? What are the steps to reproduce the issue you are seeing?
With more information, we will be able to assist you further.
Re: On which internet ports does the Roku Express communicate?
Most firewalls are only configured to block outside communications, and permit almost any outgoing port. When the response returns from the public side, the firewall allows the return because it matches the outbound query.
If you have a firewall configured that blocks all internal ports other than 80 and 443, you most likely have sufficient knowledge to run a network packet sniffer and determine what port is being attempted. I wouldn't be surprised to find that the outbound port is randomized in some way, but my networking knowledge is woefully lacking in that specific area.
Roku Community Streaming Expert
Help others find this answer and click "Accept as Solution." If you appreciate my answer, maybe give me a Kudo.