Could it be you need some more ports? (outgoing should work by default)
https://www.bitdefender.com/support/gravityzone-communication-ports-1132.html
The Nethserver docs for port forwarding:
http://docs.nethserver.org/en/v7/firewall.html#port-forward
Did you configure Nethserver firewall to generally block all outgoing traffic or do you use a proxy or some web filter/reputation thing?