Ok after posting it I actually found out about that but after disabling it, it was still blocked. AG DNS seems to block it as well. Haven’t checked myself but IMO it’s not a good idea to block that on a public DNS since it’s used for xbox live and gaming on pc in general.Done on purpose to prevent BSOD with certain apps, e.g. uTorrent. But, you can enable Teredo if you want to.
AG's Settings > General Settings > scroll down to the bottom and select Advanced Settings then finally uncheck the Block Teredo when the WFP driver is selected box, hit the Save button and that should do it.