WP Toolkit and wordfence-waf.php, can't fix permissions

Hi,

I installed on all sites Worfence plugin.
Just on few sites I set Optimized Firewall. That includes adding
auto_prepend_file = '/var/www/vhosts/*******/httpdocs/wordfence-waf.php' in php.ini, and also it create file wordfence-waf.php in root of site.
Site works perfectly, but when I check security with WP Toolkit, I have problem with "Permissions for files and directories". When I try to secure it, nothing happens. That option is still red, and unsecured.

I set on wordfence-waf.php...

WP Toolkit and wordfence-waf.php, can't fix permissions