How to copy all firewall rules and apply them on a new server?
I am delighted to say that I have used the link provided by Scott Hodgin in the comments,
and it worked fine, although the order is not the same, and the original server was involved in clustering and the new one is not.....

I recommend this script, for those who need to deal with database server installations, and consequently firewalls.

Powershell scripts to export and import firewall rules

This is a partial picture of the firewall on the original server:


This is a partial picture of the firewall on the new server: