The firewall needs to allow access via HTTPS to auth.coresuite.com:443 and [de|eu|us|cn|au].coresuite.com:443. Please also make sure to use TLSv1.2 for transport encryption as support for TLSv1 and TLSv1.1 is about to be sunset soon.
Further firewall port requirements can be found under the following link:
https://help.sap.com/viewer/fsm_system_requirements/Cloud/en-US/sap-ecc-requirements.html
TLS root certificate change announcement: https://help.sap.com/viewer/fsm_general_information/Cloud/en-US/announcing-root-certificate-change.html