I found it! As it might be a more tricky thing, it's maybe a good idea to share it and maybe put in the FAQ's? Although the Firewall told "These Settings are being managed by vendor application Avast FW", I had to search for AVG on my PC. I found out that AVG and Avast are working together, this is way I was start looking for AVG on the PC. A quick look in the settings learned me that indeed AVG handled the firewall.
Kind regards