Hi Lars,
No firewall is preventing the communication, also the routing is set correctly. Might it be that there is a problem with the MAC address of the Zedboard!? It is written here Zynq Quick Start Guide [Analog Devices Wiki] that we have to change the MAC address of the zedboard but I don't know why we have to do it and which is the correct one!? Changing the MAC address sound strange for me!
Regards,
Jetmir