@Gettysburgx
It is TCP. You might need an "allow-rule" for triplea.exe on different ports.
I have usually opened port 80,443,587,3300,3304
(587 is needed for PbEM only).
Again which specific port is needed might be shown in your firewall log.
For a brief test whether your issue is firewall related you could take the "risk" for a short moment and test joining with the firewall being deactivated. Just in case you don't want to dig too deep into it.