Hi Christophe-
No, I set no proxy setup on any clients.
There is a problem with my network config, and I think I know what. I have a single LAN with a single IP subnet. The gateway on the LAN is my ISP's router. I've set the Zentyal box as a the gateway for clients via DHCP, and told Zentyal to use the router as a gateway.
I suspect outgoing packets are going:
Client -> Zentyal -> Router -> Internet
But incoming packets are going:
Internet -> Router-> Client
I think Windows' firewall is probably dropping packets because of the route change or something similar.
I probably need to run two subnets on the same physical LAN - one for Zentyal and the clients, and one for Zentyal and the router.
Next question - which should be the "Virtual" interface, or does it not matter? And will Zentyal enable routing between the primary IP and Virtual IPs on the same adapter?