The firewall may have to be modified. To allow AnyDesk for incoming connections, add AnyDesk to the Whitelist:
Windows FirewallIf the TCP-Listening Port is enabled on AnyDesk clients that are not yet installed hence run portable, the Windows Firewall will asked for permission on the first session request. Disable the TCP-Listening Port in your custom client to avoid the message for portable clients.
Note: Disabled TCP-Listening Port lowers the ability to establish direct connections. Use a disabled listening port in your custom client for standard users without the ability to install AnyDesk.