Any help to configure sys-firewall would be also really appreciated. I got this 
annoying pop-up when I click on "Firewall rules" tab under the sys-firewall 
proxyVM settings :

"The 'sys-firewall' AppVM is not network connected to a FirewallVM!

You may edit the 'sys-firewall' VM firewall rules, but these will not take any 
effect until you connect it to a working Firewall VM."

Only subject related to this problem I found is this message from Unman on 
Qubes-users group :

"When you configure the firewall rules for a vm those rules are applied ON THE 
FIREWALL to which the vm is attached. So the error message you get is entirely 
accurate - your firewall is not attached to a firewall and so the rules cannot 
be applied. Of course you COULD configure a firewall between the fw and the 
netvm but the same consideration would apply to THAT fw.
There's no reason why you cant configure the fw iptables by hand if you want 
to: you can use /rw/config/qubes-firewall-user-script to have these rules 
applied automatically."

Ok so here's what I understand from this message : this proxyVM Firewall is 
probably working but rules don't apply because it is attached to a NetVM, which 
don't have any firewall policies by default.

https://www.qubes-os.org/doc/qubes-firewall/ Official documentation says : 
"Every VM in Qubes is connected to the network via a FirewallVM, which is used 
to enforce network-level policies. By default there is one default Firewall VM, 
but the user is free to create more, if needed."

And then you got explanations on how to edit rules in a specific VM for a given 
domain.

So I understand you have to edit rules on a AppVM to open up ports there, but I 
mean not everyone running Qubes OS is highly graduated in IT and network 
routing.

I find quite disappointing that the official documentation don't mention more 
clearly how to set up the default sys-firewall proxyVM, like if you are 
supposed to check either "Deny network access except" or "Allow network access 
except" button or if that doesn't matter, if those policies won't apply anyway 
because of this pop-up...

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