When you add your own apps, you can only add a port range in one direction.
I am having to create 2 identical applications, same port range, but with different directions.
So, as follows:
Exchange// Port: 1024-49152 Source: "Exchange IP Group" Destination: *
Exchange// Port: 1024-49152 Source: * Destination "Exchange IP Group"
There isn't a way to accomplish bi-directional applications today, but this is definitely something we've got on our enhancements list. For internal folks, this is being tracked as #30248