Sorry I missed your second post when I posted my reply. Since you are installing Unity it will setup the firewall for it so I bet if you allow it through it works. :)
He is the edited part.
OK if you can not connect to your self it sounds like it could be a local firewall problem.
If you are running widows 10 go into settings > Windows Security > Firewall & network protection > Private network (if it is the active one) if it says "block all incoming..." remove the check box if not then cut it off.
See if you can connect then. If so you know it is the local firewall.
If this works go back an enable it the go into Allow apps to communicate through Windows Defender firewall and change the setting for fantasygrounds.