I am at the moment on Windows as my Ubuntu stopped working a few days ago. So, I can’t share any screenshots or guide you with the issue, but I can tell you what I did to resolve it.
I had a similar issue to yours. What I had to do in the firewall settings was to first try disabling IN and OUT of the firewall completely and check if the application worked fine. When you say you disable the firewall, do you disable both sides?
It was then working fine for me on USB tethering.
If it works out, you can try to add the firewall rules as mentioned in some other posts in the community and enable the firewall.
On a sidenote, are you on a laptop or a Desktop? Do you face the white noise or echo sound once connected to the Android device? I have been bugged with a white noise issue on my linux laptop and can’t seem to find a solution to it anywhere. My Bug Report