A client can not connect to the VPS because the server blocks it.
He has to change several times his IP to conect. This is a serious problem. I have a rule in the firewall where I allow his conection always to the server but it is not working. why?
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It's practically guaranteed that your "client" has a dynamic IP assigned by DHCP, meaning that he gets a new external IP every so often.
You won't be able to filter by IP alone, as you've already seen. Try going up one netblock and see if that's a big enough net to allow his ISP's netblock. For example, if you're allowing 198.51.100.34, try allowing everything in 198.51.100.X. If not, work on a better authentication mechanism using SSL certificates or similar.