Failed to connect to Instance, firewall related?

I get this like 80% of the time when trying to join a party to sell or buy stuff.

I am wondering if there are any firewall requirements for this game other than being able to login. I have most of the world blocked at my router. So if joining someone who happens to be in another country with a zone instance on some server in that country means my game is trying to connect to that foreign server directly it would be a problem.

I would think all traffic for this game is going through the gateway I select at the poe2 login? but maybe not?