Have you read https://www.qubes-os.org/doc/firewall ?
What templates are you using for sys-net and sys-firewall?
Start at sys-net - you should have a rule directing inbound traffic to
<port> to sys-firewall.
Open a terminal in sys-net, and observe the counters in PRE-ROUTING and
Attempt to make a connection - the counters should increment.
Do the same in sys-firewall.
Again, when you try to make a connection, you should see the counters
Do the same in the target qube. Here you should see the counter
increment in the filter chain.
Stepping down the network chain like this will help you identify where
your problem lies.