Have you enabled 'Allow TCP forwarding' on the EFW ?
Also to set up the Putty client you should use the following;
Tunnel source port 10443 (I keep the source and destination port the same)
Destination 127.0.0.1:10443 (the localhost address and port on the EFW that the admin interface is running on)
then when you have successfully connected to the EFW through SSH, in your browser enter
https://127.0.0.1:10443 there is no need to set proxy settings on your browser for this to work as any connection to your local machine on port 10443 will be forwarded to the remote server port 10443 through the SSH tunnel.
You should not need to create any firewall rules on the EFW to allow the connection, see my connection as shown in the Status > Connections screen
Source IP Source port Destination IP Destination port Protocol Status Expires
192.168.. 53682 192.168... 22 (SSH) tcp ESTABLISHED 119:58:15
127.0.0.1 35787 127.0.0.1 10443 tcp ESTABLISHED 119:59:59
Hope this helps.