Hello Jan,
I'm afraid the provided part of the log does not really give us any useful details as to why the Firewall configuration fails (it simply states that it fails), this being the reason I have asked for a full log, perhaps I could find some more information in that.
Everything works fine on two of them but the installation fails on the third server.
Judging by this, it looks like the problem is related to the machine, rather than the setup package (since it works fine on two other machines).
On the machine where the setup fails, can the user create / edit a firewall rule?
It looks like some other users have also faced this issue in the past, however we were not quite able to reproduce this on our end. For more information, please have a look over the following thread:
Re: Error 4120. There was an error during the Windows Firewall configuration process.
The user from that thread also shared with us his solution to this very specific problem.
In the first page of the same thread, I have also presented a PowerShell approach for that, maybe that will be of help for you.
Best regards,
Catalin