It is not necessary to individually enable LXConsole to receive connections when the "Automatically allow signed software to receive incoming connections" (english version of setting) box is checked. LXBeams and LXConsole are both digitally signed with an Apple Developer certificate that should be accepted see
https://support.apple.com/en-us/HT201642
Note that if you have altered the application bundle in any way, the code signature will not be valid and you will have to allow it through the firewall every time you use it.
You can check the validity of the code signature of LXConsole by copying and pasting this line into the terminal:
codesign -vvv /Applications/LXSeries\ Pro/LXConsole.app/
You can check the validity of the code signature of LXBeams by copying and pasting this line into the terminal:
codesign -vvv /Applications/LXSeries\ Pro/LXBeams.app/
(LXBeams includes a private framework and is larger so it takes longer.)
You can see the advice on this post for a similar issue that happened with iTunes. Yes, sometimes this gets out of wack even with Apple software:
http://superuser.com/questions/42776/it ... 2787#42787
There's some other advice available online about deleting cache files if you still have a problem. Try entering "OS X asks to accept incoming network connections even with signed software" into google.