The light on the front of the firewall should be half-bright white.
Odds are the port on the switch is configured in a way that prevents the firewall from talking to it.
Since you have two SFP, I'd unplug the switch from the second SFP and plug the firewall into that. Once the main switch is working, you can configure a regular port to connect the switch that used to be plugged into the SFP.
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