Google Chrome not detected accessing Internet and but blocked access to its settings folder

For the firewall you can make a rule that will ask to ask for all traffic for f.e. Chrome. In Advanced Settings go to Firewall Settings → Application Rules and choose Add.

With the Application Rule screen open chose the program. Then chose “Use a Custom Ruleset” (left part of the image) and choose Add. Then a second box pops up with title Firewall Rule (right part of the image) and fill in:
Action: Ask
Protocol: IP
Direction: In or Out

Source Address: Any Address
Destination Address: Any Address
IP Protocol: Any

Now OK twice and you’re back in the list of Application Rules. Now make sure the new rule is somewhere above the All Application rule at the bottom of the list.