For now : Should i add my subdomin to the reffer check ?
The referrer check is only for domains which are allowed to make posts to your forum; unless you have another forum setup at that subdomain and want it to be able to post to your main
UBB.threads install, you don't need it added to the referrer check.
I have several users in this situation. They've disabled their firewall and looked for anything that would prevent the referrer. Some are computer illiterate.. so it's an uphill (and very frustrating) battle. And yes, I have both www and non-www in the allowed domains input. My community is starting to mutiny over all the issues.

They want UBB.c back.
Theres several things that can be at issue, not just a firewall; some people have "Internet Security Suites", Virus Scanners, and (usually) firewall's that can block items; keep in mind too that some people have no clue what they're doing and have their kids do everything for them, so that may also be an issue (whos to say their kid installed something and they have no clue its even there).
You could turn off the referrer check and see if that clears up the problems. Rick said Threads was probably the only forum software to use it, so while a nice feature, it's not critical...
While turning this off to test is a great idea, imo keeping it off is a spam risk (which it was added to halt the spam issues that a lot of people, including me in UBB.C, where having).
Rick has pretty much explained everything though ;)...