Cox has been known to shape or block LW in some regions. But if you were able to downld using the magnet link, then that sounds good.
I had a look thru the manual of your modem & it doesn't appear to have any internal firewall. Recheck your McAfee settings. You may need to add setting for both port 6346 & the other port which I'm guessing is 31823.
Check your settings under (LW's menu bar,) Tools>Options>Advanced>Firewalls. Is it set to UPnP or manual port forward? You could try swapping these. Press apply & disconnect, reconnect again.
Just double-check your settings here
License requirement (click on link)
BTW the no. you see at the very bottom of LW, to the right of the firewall icon is how many files you're sharing & it also shows overall downld & upload speeds & quantities.