This was posted by another member so might be worth a try:
Where is says USERNAME is it the name you use with the PC.
a) Click Start, type 'Firewall' and select Windows Defender Firewall.
b) Top Left of this window, select 'Allow an app or feature through Windows Defender Firewall'
c) Bottom Right, click on 'Allow another app.'
d) Click Browse and Manually navigate to the Sky Go exe file using the
e) "C:\Users\USERNAME\AppData\Roaming\Sky\Sky Go\Sky Go.exe" the location of the exe.
d) Add this exe to your list of Firewall exceptions.
e) Check the list and make sure Sky Go is there and it's box is ticked.
Try Sky Go.