I've included the firewall checks. That's step 3 of the 3 steps.
You also get a black screen if steps 1 and 2 are missed or are incorrect as well.
It's not clear from the original description if there is more than one Connection Server. If there is just one and connections work fine internally, then it is likely that the Connection Server is not configured correctly to gateway PCoIP ("Use PCoIP Secure Gateway for PCoIP connections to desktop") and/or that the correct PCoIP external URL is not set.
There reason I pointed out steps 1 and 2 as well as the firewall checking step (3) is because in my experience, this has in the past been caused for any of the 3 steps not just the firewall checking step.
If the firewall is enabled on the Security Server and Connection Server (which it should be) prior to installation, then IPsec is set up correctly and all the appropriate firewall rules are set up automatically. I agree that some people can often misconfigure the firewall if they attempt to set it up manually.
Mark.