Firewall – how can I identify network traffic that is blocked

Of course the Windows Firewall will degrade performance.

It has to inspect all packets in and out of the server.

That takes CPU.

If you need to increase performance on the server, then you will have to turn off the Windows Firewall and install a hardware firewall instead.

Maybe it's just a proxy/caching issue? Could it be that the old site had some static resources with the same name that where heavily cached?

If that's the case the IT department could try to empty the proxy cache. Or, if there is no proxy, tell users to empty their browser cache.

Another thing you could check: maybe some files have the wrong file permissions on your web server and you - being authenticated in some way - don't get the HTTP status 403 Forbidden.

Tell the users to request one of the images directly in the browser's address bar and see what kind of error they get (firewall or web server).