When Checking the connection on a Windows Asset in Safeguard, a GetComputerName function is run against the Windows Asset to verify its NetBIOS name using RPC / WMI.
When this process fails due to a firewall blocking the connection, Safeguard will show the error below:
WMI / RPC uses TCP port 135 to initiate the communication to the target. The subsequent conversation then continues on a random negotiated port. On Windows 7 / 2008 and above, ports can range between: 49152 - 65535.
To limit the ports that can be used by WMI/DCOM refer to the following Microsoft KB, How to configure RPC dynamic port allocation to work with firewalls. Or the following Microsoft MSDN document: Setting Up a Fixed Port for WMI.