You could try changing the Port Phex uses (and checking, if the Outpost firewall allows you to set new priviledges for that Port).
To do that, go into the Options -> Network and change the Port Setting to something else (i.e.: 11229 ,, random number
).
Did you make a Windows Update?
If Phex still refuses to connect, you can try quitting and restarting it a few times (I know this sounds strange, but it works sometimes. It can help, if your HostCache doesn't have valid Hosts anymore).
Best wishes,
Arne