Hi there
No, i do not get a message saying i lost connection etc, it simply take multiple tries to get it to open without closing as soon as it runs (the iMac has a dot under the application which indicates its running/open i believe). Though i shall give the firewall thing a try! i don't have antivirus installed unless the iMac already has a built in one. I play both
And for the single player cities thing, is it the firewall too? Ive tried 2 regions now, and they freeze after a while on the loading screen "now entering". The multiplayer one works fine though