You mention dc, host and vm for the firewall. There is also a separate setting for the vm nic, have you checked that?

I'm talking about the option under "VM" -> Hardware -> Network device -> Firewall.

I switched to Consent-O-Matic, it works even better for many sites (there is even an option to minimize the popup so you can start using the site while it's doing it's thing).

It sadly stuggles with google, which I use a lot.

https://apps.apple.com/...