Named instance MS SSAS don't accept connections after NTLM incoming/outgoing traffic deny. There is SPN for this server like:
FQDN SPN: Setspn -s MSOLAPSvc.3/AW-SRV01.AdventureWorks.com:AW-FINANCE AdventureWorks\SSAS-Service
NetBIOS SPN: Setspn -s MSOLAPSvc.3/AW-SRV01:AW-FINANCE AdventureWorks\SSAS-Service
Also default instance on the same server works correct without any problems. SPN was added same way:
Setspn -s MSOLAPSvc.3/AW-SRV01.AdventureWorks.com AdventureWorks\SSAS-Service