I had problems connecting the Sonos app on MacOS to my Sonos system. Whatever I tried the “Not connected” message appeared. I’ve tried all tips in both the error dialog and the forum as well. Even a very long telephone support session didn’t help and can’t solve the issue.
This closed topic gave me the right direction to search for.
It seems the kernel extension “cpfw” has configured routing in a way that filtered out the UPnP responses to the SSDP requests sent by the Sonos app to discover the speakers.
The solution was to uninstall it by invoking sudo "/Library/Application Support/Checkpoint/Endpoint Security/uninstall"
Fortunately I do not need this VPN at the moment.