I'm not a 100% sure if its an option within NSX-T but when i had a similar problem in NSX-V, i added the VMs to an exclusion list. this should tell you if a firewall within is blocking the communication.
Please don't forget to give a thumbs up if the above is helpful in troubleshooting the main cause.
I do not see any possibility to add exceptions to certain VMs...
I've just rebooted the NSX Manager.
At the end of the process, the traffic is temporarily allowed, then blocked... I presume a security policy that is being enforced...
But the problem remains : Gateway firewall rule status stays on "uninitialized"...