Prey is installed under a separate user account (user: ‘prey’) on the system. In order to access its Little Snitch rules you have to open the Little Snitch Configuration as the user ‘prey’ by entering the following Terminal command (/Applications/Utilities/Terminal.app) and pressing Return:
sudo -u prey /Applications/Little\ Snitch\ Configuration.app/Contents/MacOS/Little\ Snitch\ Configuration
After entering your admin password when prompted, you should be able to see the Little Snitch Configuration window with one or more rule suggestion(s) for the Prey process named “node“ in the Suggestions > “Login Connections“ category. Select one of the rules and click on the “More“ button at the top right of the suggestions list. In the appearing popup menu choose “Allow any connection“. After closing the Little Snitch Configuration and restarting your system, all connections for Prey will be allowed.