We had a similar situation, but in our case Infosec agreed to allow any to 1, so we didnt had to fix the slave port, rather fixing the master to high level JNLP port 49187 worked ("Configure Global Security" -> "TCP port for JNLP slave agents").
TCP
49187 - Fixed jnlp port
8080 - jenkins http port
Other ports needed to launch slave as a windows service
TCP
135
139
445
UDP
137
138