Setting those registry keys did not make the choices show up in the firewall exceptions tab. Also we had one machine that had keys called ControlSet001 and ControlSet003, instead of 001 and 002. So we went to the following Plan B.

We ran the following command lines during the installation process:

netsh firewall set service type = FILEANDPRINT mode = ENABLE
netsh firewall set portopening tcp 1433 SQL_PORT_1433 ENABLE SUBNET
netsh firewall set portopening udp 1434 SQLBrowser enable subnet

replacing the 1433 with the actual TCP port from

Key: HKEY_LOCAL_MACHINE\Software\Microsoft\Microsoft SQL Server\PPServer\MSSQLServer\SuperSocketNetLib\Tcp
Value: TcpPort

since we install and run a named instance.