Hey,
if you used the docker-with-nginx.yml file, then the only port that needs to be open from the internet is tcp/443 (and udp/8443 if you also want to use the calls plugin). Port 8065 is only used internally from the nginx docker container to the mattermost application container and does not need to be whitelisted on the firewall.
The check for the live URL is conducted from within the application container - it could be that the container is unable to resolve the hostname or connect to the public IP of the server hosting the containers.
Does the last line in your .env file (MM_SERVICESETTINGS_SITEURL) point to the correct URL for accessing the server from the outside? if so, you could try to enter the container and try to connect yourself in order to check that:
docker exec -it <mattermost-container-id> /bin/bash
curl $MM_SERVICESETTINGS_SITEURL