Hi Team,
Was able to verify this one on a fresh install,
Zorin connect from mobile to PC will not find the PC unless your firewall is off,
once connected changing this setting does not matter and the feature works as intended.
Would it be possible to have a fix for Zorin Connect finding the laptop/PC even with firewall on?
Perhaps this can help you?
Firewall für Zorin Connect – Allgemeine Hilfe – Zorin-Forum Firewall for zorin connect - General Help - Zorin Forum
Zorin Connect the easy method - Tutorials & Guides - Zorin Forum Zorin Connect the easy method - Tutorials & Guides - Zorin Forum
Fantastic thank you for posting the fix!
Hopefully it is patched in the next big update for Zorin OS since it seems like the community has figured out what the issue looks to be 
if anyone else have the issue simply do :
sudo ufw allow zorin-connect