Hello TonyShivers,
Thanks for posting in the Apple Support Communities.
We understand you mentioned that you've turned off firewall, but let's confirm this is still disabled with the steps below. In addition, you may want to try restarting both your MacBook Air and HP laptop since adjusting the settings to see if that clears this up. The steps below can also be found here: Move your data from a Windows PC to a Mac - Apple Support
If you have issues moving your data
If your PC is using any firewall software or antivirus software, turn it off. After migration completes, you can turn that software on again.
Use the check disk (chkdsk) utility on your PC:
1. Right-click the Start button, then click Run.
2. Type cmd and press Enter. Command Prompt opens.
3. At the prompt, type chkdsk and press Enter.
4. If the utility reports that it found problems, type the following, where drive is the letter that represents your Windows startup disk, such as D:
chkdsk drive: /F
5. Press Enter.
6. At the prompt, type Y, then restart your PC.
7. Repeat this process until the check disk utility reports no issues. If the utility can't fix every issue that it finds, you might need to have your PC serviced.
If you still can't transfer your information successfully, you can use an external drive or file sharing to manually copy important data to your Mac.
Once you've confirmed the firewall is disabled and tried after a restart, Contact Apple Support directly to check into what's occurring. Be sure you have the latest supported Windows version and updates installed before reaching out as this will be requested to rule that out as being a possibility.
Have a great day!