Thank you so much! This was bugging me all day. My son is 5 and autistic and Roblox is the only thing that calms him down. I just went to Network Protection > Firewall > New Rule > Source: Host(son's PC IP, added in dhcp reservations), Services: All UDP Ports, Destination: Any, Action: Allow. You can also use 'internal network', but I don't imagine that's entirely safe.
I realize this is an old thread but the issue came up again for me after a re-configuration. I looked into Roblox's website and found the following:
6.) Make Sure the Appropriate Ports are Open
The ports that Roblox uses is dependent on the Operating System used. The port range is currently UDP 49152 - 65535, so keeping all these ports open should allow Roblox to connect to your router properly.
So I created a FW rule that opened outbound UDP from kids network to ANY IP4 for ports from 1024:65525 to 49152:65535. Worked like a champ.
Now if the games used common accesses...