There is actually no separate URL expectation required for the Material Library - if you add the following exceptions you should already not run into any further problems related to the Firewall blocking any connections:
The port for these URL’s should be set to ‘80‘ and the protocol should be set to TCP (http).
Also, please set the following URL exceptions that are for connection to the Enscape Asset Library, Web Standalone, Panoramas, and Feedback services. The port number should be set to listen on port ‘443‘ with the protocol being set to TCP (http and https):
If you still experience this problem even after you’ve added the exceptions above accordingly, then also send us a Feedback Report with your logs please which we can then use to troubleshoot this further.