Here are some issues that you may run into while setting up your environment with strict firewall blocking from your IT and what we found works to resolve them.
Issue: Android SDK does not show list of available packeges to download
Resolution: Download Android SDK and all packeges on a computer that has not firewall blocking. Zip the Android SDK folder and transfer on other computers
Issue: appium_console gem does not install due to the error of the connection
Resolution: Download the gem and prerequisites to one folder and install the gems from it. You can download the zip file attached to this article, unzip it, open the folder with the gems, right click within the folder and select open command line window here or open a command line windows and go to the folder with unzipped gems and run the command form the terminal : gem install appium_console-1.0.3.gem
Issue: xcode command line tools won't download and install
Resolution: Download the command line tools from developer.apple.com using your developer account and install them in manually.