Follow the steps in article TS4418 to correct an issue that prevents packet filter rules from loading.

Run these commands on the server as an admin user to enable the adaptive firewall:

sudo pfctl -f /etc/pf.conf
sudo /Applications/Server.app/Contents/ServerRoot/usr/sbin/serverctl enable service=com.apple.afctl
sudo /Applications/Server.app/Contents/ServerRoot/usr/libexec/afctl -f

Edit /System/Library/LaunchDaemons/com.apple.pfctl.plist so that pfctl(8) is invoked with the -e flag. This will automatically enable the packet filter the next time the server boots. This can be accomplished with these commands:

sudo defaults write /System/Library/LaunchDaemons/com.apple.pfctl ProgramArguments '(pfctl, -f, /etc/pf.conf, -e)'
sudo chmod 644 /System/Library/LaunchDaemons/com.apple.pfctl.plist
sudo plutil -convert xml1 /System/Library/LaunchDaemons/com.apple.pfctl.plist