Please see if you can find out more why your script is unable to connect to MySQL. This article covers some of the different error messages you see, and what might cause them:
You can find the details to use in the client area. Given that this is a public forum, we cannot share confidential information such as passwords here.
Seeing how you’re specifically referring to firewalls: please note that our database servers are only accessible from our hosting. You cannot connect to our databases from PHP code running on your own computer.
If you still need help after this, please tell us more about the issue you’re actually having, so we can try to solve the actual issue. Please let us assess the problem instead of jumping to conclusions about invalid credentials or firewall issues, which might not be the cause at all.