TFTP is not a great protocol for over-the-internet transfers. You're much better off using FTP (or even better, SFTP) TFTP uses port UDP 69 for initial contact. However, the transfer itself takes place completely on ephemeral ports. From the packet flows provided, we see the initial communication from LAN client to WAN server with destination port UDP 69, and source port of 57357. We then see the TFTP server respond with an ephemeral source port of its choosing (in this case 40000) and destination port 57357 for the initial communication and transfer setup. This is expected as per the RFC. As this flow from server to client does not match the stateful flow that the MX has seen (as its expecting to see a source port of 69), the packets are dropped as expected. If you want to do some advanced reading, check out RFC 1350: The TFTP Protocol (Revision 2) (rfc-editor.org) Specifically, section 4 - Initial Connection Protocol.
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