Pay attention that for Windows you will also be needing a utility software that will create virtual midi ports in your system (like the free loopMidi by the creator of rtpMIdi,
http://www.tobias-erichsen.de/software/loopmidi.html), so that Daemon will connect to your DAW through these.
So the whole chain is
iPad running Lemur -> Daemon -> virtual midi port -> DAW (or other midi compatible software).
Also pay attention that DAW scripts are not a pre-requisit. DAW scripts are only required if you are planning to use Lemur as a "dedicated" controller for that DAW.
To make the subject clearer, most of DAWs operate with "generic" midi controller by means of "mapping" your generic controller with the DAW via a process usualyl described in the DAW manual. The same DAW however may be compatible with dedicated DAW controllers (Like a Mackie Control Pro) or in the case of Ableton Live with a Novation Launhcpad or Push. In these latter cases, usually you configure the DAW to "expect" such a controller and proceed in designing a template in Lemur that will emulate the midi messages and functions of that said controller.
Other than that, Daemon is required for Windows systems as a means to MIDI connect wirelessly the Lemur to your computer as you correctly assumed and it is not optional at usage time - in fact, the oposite, it is optional when using the editor. I fear though, that your fears about your firewall, apply not only to the Daemon utility but the editor itself - since the editor tries connect to your iPad wirelessly via wi-fi so it might be blocked.
I also believe if you go "wired" then your assumptions are correct - you dont need either Daemon, not a virtual midi cable because your ports will be existing as physical ones - although I do not have a similar product to confirm. But th eproblem here is, that you still wont be able to use the 'desktop' editor which will still be connected via wi-fi. Of course, if your midi connections are handled with wires, you can just connect your laptop to a router, the iPad to the same router and then editor and Lemur app will be able to talk to each other - this solution is simply not preferred for "live usage" because there is more latency involved.
I know I have failed to answer many of your questions but the reason is that I simply dont know - for example, I dont know if rtpMIDI can substitute Daemon because I went "by the book" when I bought Lemur and did everything as suggested by its manual.