In the DFW on DVPG deployments, the DFW rules get removed from the ESXi host briefly during the NSX Manager upgrade and recover automatically after all three NSX Managers are upgraded.
This issue is only seen during an upgrade to NSX 4.2.x from Pre 4.2.0 releases
This issue only impacts upgrades to NSX 4.2.x from Pre 4.2.0 releases.
This issue is fixed in NSX 4.2.1.1