Hi,
It appears that redis is not listening on ::1 nor 127.0.0.1 when working in protected mode.
I realize that Rspamd couldn't connect to redis in protected mode, so as a workaround I turned off protected mode and selected to listen on LAN.
Then I edited /usr/local/etc/rspamd/local.d/redis.conf and changed the server from [::1] to [192.168.1.1].
After that Rspamd started to connect to redis.