Hava Box - need to turn on network discovery

I have a home network and I bought a Hava device. On the network at home the HAVA is returning a warning that network discovery is not turned on. It is turned on. When I disable CIS firewall the message disappears. I checked the HAVA documentation and this is what it says:

Configure the third-party firewall to allow Network Discovery (aka “Universal Plug and Play”) messages to get through. Check the documentation for your Internet Security software to see if the firewall has a feature to allow Network Discovery, also known as Universal Plug and Play, UPnP Technology, or SSDP. If so, enable it.

  •     If the firewall allows specific applications and ports to be configured, you should allow:

In/out UDP on port 1900
Incoming TCP on port 2869

Under Network Security Policy, Under Port Sets, I created a new Port Set named Hava and I added 3 ports to it:
1900, 2869 and 5000 (I think 5000 is used for UPnP).

This did not work and these ports appear to be still blocked !

I then went to GLOBAL RULES and added all 3 above as “ALLOWED”. Still blocked ! Can someone direct me on how or where to define these rules properly.

Thanks !