I use OpenWrt 15.05.1 with the firewall configuration for the zapret plugin. Everything works, but you need access to LUCI via the Internet. Tell me how to configure the firewall?
Start with the OpenWrt/LEDE firewall documentation...
https://openwrt.org/docs/guide-user/start#firewall_configuration
Just an FYI, LuCI should never be accessed via plain HTTP, as you're sending root's password via plaintext if you do