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It is possible that the McAfree Firewall is still in place, that is why it is preventing internet access. The best option is, install Mcafee again, then disable everything on Mcafee including Firewall and uninstall it the proper way. See here --> https://goo.gl/pe3aZS
You can download Mcafee installer from another computer, put it on a flash drive and install it on your Mac.
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