Exchange Hybrid Connector Stopped Working

Hi All 

I am experiencing an issue with my Exchange Hybrid connector from O365 to my On Premises Exchange 2010 server. mail can flow to O365 from my on premises server but not the other way.

When validating the connector, it gives me an error  "the validation fails with error "LED=450 4.4.316 Connection refused};{MSG=Socket error code 10061" 

The connector is coming in through port 25 and I have Sophos SG135 UTM.

What I have done so far

1.       Allowed all IP address in the local exchange receive connector.

2.       Opened up the firewall to allow direct firewall rule access to the local exchange server on all email services (previously had a DNAT rule which was working fine).

3.       Contacted the ISP to see if they have blocked port 25. This is a business grade internet connection and there is no blocking.

4.       Upgrade Exchange 2010 to the latest Update Rollup 26 for Exchange Server 2010 SP3.

5.       Re run the Exchange Hybrid Setup

I have had a look at the firewall logs and IPS logs but cant see anything being blocked on dspt port 25.

I have raised an issue with Microsoft but I want to confirm if there is not any issue with my Sophos. 

Can I somehow see all traffic coming in through port 25 to my public IP?

Thanks

Linesh