Fire wall policy rules are executed from top-down in the firewall chain. From the screenshot, it looks like you have created an identity (GRP-SECOP) firewall policy -- is this policy near or at the top of the firewall rules list? A screenshot of the firewall rules list would be nice.
Also can you provide more info on WHP-GRP-WEB-SERVICES? If this custom service is meant to cover HTTP/HTTPS traffic, it should have the source ports set to 1-65535.
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