I have a little problem with my firewall... It won't let me connect to the LFS master server if I only open port 63392 on UDP and TCP. If I open all TCP/UDP-ports, it connects. Is there another port that needs to be open?

You need to open all the outbound ports. You only need to open incoming ports if you host a server.

But if you have blocked all incoming traffic, that might be your problem. The response ports applications use need to be "open". Or better wording I guess would be, "not blocked". Those are the ones in the 1000-2000 range usually.