When you set High Security level then only packets are passed only there is a corresponding allow rule exists. So there is no wonder that your packets were blocked.
If you server works as an Internet Gateway using 3rd Stealth Level for the external card would be enough, by default all outgoing connnections are allowed but all incoming packets are blocked unless they belong to one of the locally established connections. However, this mode is strict enough, so some complex protocols which use multiply streams may have problems with it. If you use any of them you’d better use Stealth Level 2 or even Stealth Level 1.
High Security level is the best mode for the stand alone server which provides some certain services, like HTTP, FTP, e-mail and etc..