Windows 10 pro x64 1703 , ESET Internet Security 10.1.204.3
At the firewall is everything standard, only not automatic but interactive mode.
I have the same problem. The firewall does not respect all rules.
It works for example fine with firefox, vivaldi, tor-browser or teamviewer
It works not for example with MSN weather, BackgroundTaskHost, cortana or edge - here it always asks for the same permit although rules already exist. So it is unusable.
In version 10.0.390 everything was fine, so I will downgrade until there will be a solution.