When you are using the Firewalla VPN Server (and also site to site VPN), it is required that you have a public addressable IP address. Due to the shortage of IPv4 addresses, some service providers may give you a private IP address, or you may be under double NAT. (router within another router)
What is a private IP address? https://en.wikipedia.org/wiki/Private_network
To detect if you have a private IP address, please do this.
If you have a Blue / Blue Plus / Red:
1. log in to your router and look at the WAN or Internet Address. Record this as Address1.
If you have a Gold in router mode
1. Tap on the Network button, tap on WAN and record the IPv4 address as Address1.
Record this address as Address2
If you find Address1 and Address2 are different, then you do not have a Public IP, or you are under double NAT.
What to do next:
1. You will need to investigate and see if you are under double NAT.
2. If your ISP is giving you a none public IP.