Given the suspicious activity and Kali Linux's association with penetration testing and hacking tools, the security analyst should block all inbound connections on port 4444, as it is commonly used for malicious purposes, and block the IP address that's potentially the source of the intrusion. Additionally, checking the running processes on John Smith's computer is crucial to determine if a backdoor or unauthorized connection has been established.
Reference: Incident response and threat mitigation steps such as these are part of the security protocols discussed in the CompTIA Cloud+ certification.