Then telnet/nmap/nc all will show port is closed. It is true becoz nothing is running on port 1935. So server is not listing on port 1935.Means port is not open. But allowed by firewall. Means is that if server start listening on port 1935, firewall wont DROP the packets for it. But if service on port 1935 is not running and even though the port 1935 is allowed by firewall no other computer/client can connect to it. Thats it. hope it helps.
One more thing, if you want to save current firewall rule. I think in Centos just run the command