Also it seems its not possible to configure the following ?

Automatically allow built-in software to receive incoming connections

Automatically allow downloaded signed software to receive incoming connections

We also run the macOS Firewall and it does not block Sonos (via Airplay), Airplay, or Airdrop. Airplay only needs to be on the same network. That network must not be an isolated network. You didn't mention what kind of network environment you're running. Airdrop needs both BT and WiFi to work. Being on the same network is not required as the devices will create a wifi ad-hoc network for the actual data transfer if needed using BT to facilitate.

We're using the default firewall configurations but perhaps you're also enabling the "Block all incoming connections?"

Hi,

like I mentioned its due to blocked incoming connections, yes block all incoming connections is on. 

My colleague also told me he cannot select the above mentioned options about built-in software.

But I just checked out iMazing Profile Editor like its linked on Jamf now and it seems to have the option.

I'll try to use that.

Were you able to find solution for this?

I am having this issue in my computer labs and just tried the iMazing Profile Editor approach. While that application's editor for the Firewall system domain does contain the the option for "Allow Incoming Connections to macOS-Bundled Software," once the profile is uploaded and deployed through Jamf it doesn't seem to make any change in behavior.

The Jamf UI shows the key to be unknown.

There is a feature request available to upvote to have those options added.