I don't run a "software" firewall, neither the OS-X one nor any external, but there's a hardware firewall in the router. But that can't be any issue unless your server would try to connect to my Mac from the outside independent of your app phoning home.

And there is no anti-spyware/virus software running.

Of you want me to bypass the hardware firewall you would need to tell me the port that your software tries to enter other people's hardware (without telling)... sorry if I may sounf harsh, but are we actually discussing malware behaviour now?