By default, Windows has at least 2 Firewall rules sources: weird local and local group policy. In netsh you can easily switch between them:
netsh advfirewall set store gpo=COMUTERNAME
netsh advfirewall set store local
Any requests to commands *-NewFirewallFule will operate on Local source. I found information that in order to add to Local Group Policy Source you need to specify localhost as a store:
New-NetFirewallRule -Name Blah -PolicyStore localhost
The issue is that while I can easily add any rule via netsh to Local GPO (or do it via MMC's module Local Security Settings), an attempt to use -PolicyStore localhost results in:
Get-NetFirewallRule: The network path was not found.
What could be the issue? This is purely home user client machine, no AD used.