You are talking about two different things here:
- Hotspot connectivity.
- Zorin Connect.
The first is a feature of modern network cards that have the capability of creating their own Wi-Fi entry point for other devices to connect, just like any home router does. At this point, no firewalls are involved.
A firewall is a piece of software that monitors packages and applies some rules to reject, allow or redirect, based on certain conditions, such as where are the packet is destined to or where are is originated from.
Did you mean to say that your Android device is not able to connect to the Wi-Fi hotspot? Or are you already connected to that, and using Zorin Connect does not work?
Assume that you mean the latter, you need to create a firewall rule that allows traffic on ports used by Zorin Connect, as mentioned in this thread:
NOTE: Make sure to undo the rules added mentioned above by @swarfendor437 , you do not need incoming rules for those. You can do so by selecting the rule in the graphical interface, and using the "−" icon at the bottom to delete the rule. Or, through the terminal:
# list all active rules
sudo ufw status verbose
# delete nth rule, where n is the position of the rule
# sudo ufw delete n
sudo ufw delete 1