Blue icon with question mark - what does it mean?
Enabling these Windows Firewall rules did the trick for me


Windows Management Instrumentation (WMI-In)
Windows Management Instrumentation (DCOM-In)


These two rules are predefined and you can enable them by right clicking and enabling these rules in Windows Firewall advanced settings

I Also opened port 135 in the windows firewall, but I don't know if this was really neccessary.

I now confirmed it for Windows Server 2016 and Windows Server 2019 and SQL Server 2017