Ok, managed to open a port (29500) that allows init_process_group to run correctly.
In my firewall settings it looks like
Source IP | Destination IP | Source port | Destination port | Protocol | TCP flags | Action 
          |                |             |            29500 |      tcp |           | accept

After master process is running (that starts listening on 29500), then doing telnet 148.251.86.243 29500 says
Trying 148.251.86.243...
Connected to gpu14.
Escape character is '^]'.

confirming the port is correctly open.
And running the minimal example above on the second server makes init_process_group return correctly and print my second print above
[ 8172 ] world_size = 2, rank = 0, backend=nccl