Could a firewall be causing the 'connection closed by unknown port 65535' error?

Yes, a firewall on your origin server or network could be blocking outgoing connections to Cloudflare's IP addresses or ports. Ensure your firewall allows outbound traffic on ports 80 and 443, and potentially other ports used by Cloudflare Tunnel. Also, check for any rules that might be specifically blocking connections originating from ephemeral ports.