I figured that firewall settings for qube XYZ are stored in /var/lib/qubes/appvms/XYZ/firewall.xml, so I copy my desired firewal.xml from another qube to the destination - the newly created XYZ qube.
Then, I run qvm-firewall --raw XYZ and it tells me action=accept, i.e. not what the firewall.xml states. I found that rebooting Qubes results in correct qvm-firewall output. I still wonder:
Is there a way to have the correct firewall result without rebooting?
Also, is my overall approach correct, or is there a better way to clone the firewall of one qube into another?