It might helps to open up port 6073 in addition to the ports 2300-2400 that the DW Readme suggests (
link to MS knowledgebase with the info).
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If using DirectX 8 or a later version...
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Connection // Ports for Client Configuration // Ports for Host Configuration
Initial UDP Connection // 6073 Outbound // 6073 Inbound
Subsequent UDP Inbound // 2302-2400 // 2302-2400
Subsequent UDP Outbound // 2302-2400 // 2302-2400