Try a real URL first during precompile to avoid firewall warnings

src/precompile.jl

@@ -10,36 +10,51 @@ try
         # Doesn't seem to be needed here, and might not be safe to call twice (here and during runtime)
         # ConnectionRequest.__init__()
 
-        gzip_data(data::String) = read(GzipCompressorStream(IOBuffer(data)))
+        # First try a real internet URL because the fallback of seting up a local server
+        # may trigger firewall warnings
+        internet_success = false
+        @compile_workload begin
+            try
+                HTTP.get("https://httpbin.org/status/200"; readtimeout=5);
+                internet_success = true
+            catch
+                # Internet request failed, will fallback to local server
+            end
+        end
 
-        # random port in the dynamic/private range (49152–65535) which are are
-        # least likely to be used by well-known services
-        _port = 57813
+        # Only set up local server if internet request failed
+        if !internet_success
+            gzip_data(data::String) = read(GzipCompressorStream(IOBuffer(data)))
 
-        cert, key = joinpath.(@__DIR__, "../test", "resources", ("cert.pem", "key.pem"))
-        sslconfig = MbedTLS.SSLConfig(cert, key)
+            # random port in the dynamic/private range (49152–65535) which are are
+            # least likely to be used by well-known services
+            _port = 57813
 
-        server = HTTP.serve!("0.0.0.0", _port; verbose = -1, listenany=true, sslconfig=sslconfig) do req
-            HTTP.Response(200,  ["Content-Encoding" => "gzip"], gzip_data("dummy response"))
-        end
-        try
-            # listenany allows changing port if that one is already in use, so check the actual port
-            _port = HTTP.port(server)
-            url = "https://localhost:$_port"
-
-            env = ["JULIA_NO_VERIFY_HOSTS" => "localhost",
-                "JULIA_SSL_NO_VERIFY_HOSTS" => nothing,
-                "JULIA_ALWAYS_VERIFY_HOSTS" => nothing]
-
-            @compile_workload begin
-                withenv(env...) do
-                    HTTP.get(url);
+            cert, key = joinpath.(@__DIR__, "../test", "resources", ("cert.pem", "key.pem"))
+            sslconfig = MbedTLS.SSLConfig(cert, key)
+
+            server = HTTP.serve!("0.0.0.0", _port; verbose = -1, listenany=true, sslconfig=sslconfig) do req
+                HTTP.Response(200,  ["Content-Encoding" => "gzip"], gzip_data("dummy response"))
+            end
+            try
+                # listenany allows changing port if that one is already in use, so check the actual port
+                _port = HTTP.port(server)
+                url = "https://localhost:$_port"
+
+                env = ["JULIA_NO_VERIFY_HOSTS" => "localhost",
+                    "JULIA_SSL_NO_VERIFY_HOSTS" => nothing,
+                    "JULIA_ALWAYS_VERIFY_HOSTS" => nothing]
+
+                @compile_workload begin
+                    withenv(env...) do
+                        HTTP.get(url);
+                    end
                 end
+            finally
+                HTTP.forceclose(server)
+                yield() # needed on 1.9 to avoid some issue where it seems a task doesn't stop before serialization
+                server = nothing
             end
-        finally
-            HTTP.forceclose(server)
-            yield() # needed on 1.9 to avoid some issue where it seems a task doesn't stop before serialization
-            server = nothing
         end
     end
 catch e