macOS Catalina does not allow incoming connections from local network. Firewall is down
I've finally found the solution to this issue. First of all I listed the macos extensions:
$ kextstat | grep -v com.apple

Index Refs Address            Size       Wired      Name (Version) UUID &lt;Linked Against&gt;
  115    0 0xffffff7f83ef2000 0x29000    0x29000    com.intel.kext.intelhaxm (7.5.1) D0CC7B8F-1F62-33B1-BE6B-B5573D2A607B &lt;8 6 5 3 1&gt;
  176    0 0xffffff7f846db000 0x31000    0x31000    com.checkpoint.cpfw (1.0) A38506C9-F70F-356C-9AF5-67B70391CF36 &lt;6 5 3 1&gt;

The checkpoint extensions was my first candidate to remove. So I run the uninstaller:
$ cd /Library/Application\ Support/Checkpoint/Endpoint\ Security
$ sudo ./uninstall

Everything is working fine now.