But do you have a syslog server in the same server? If you already have a syslog server in the same server you cannot use the port 514 for the agent as the syslog server is probably already using it, you need to choose a different port and then use the same port in your firewall configuration.
Syslog servers use the port 514 on UDP, you cannot have 2 services using the same port.
Try to change this port for something like 5514 and then in your Firewall use the same port.