The NuFW daemons can virtually support any protocol, provided a stateful inspection exists in Netfilter to deal with the given protocol. However, the main concern about protocol support is client-side.
TCP: TCP is supported by all existing clients (Linux, MacOS X, Windows).
UDP: Requires some administrator operations, for now only the Windows client supports UDP.
ICMP: Uses raw socket. We are unsure whether this can be authenticated at all. For now, no client supports ICMP.
other: No support. Contact us if you feel some other protocol could be supported.