Make sure that you have allowed the game client through the Windows firewall. Very often, you don't see the pop-up confirmation because the game is full-screen.
If you don't allow it through the firewall, no amount of router UPnP will work.
I think I end at restarting the router, unfortunately. :|
I hope this issue is somewhat solvable by devs, be it in a distant future.
You can always try hard-coding your UDP port and then create a firewall rule to specifically allow that to your computer.
Open your AppConfig.xml
choose something over 51000 and put it beside port:
<Network
Port="0"
upnpenabled="0"
LogFile="netLog"
DatestampLog="1"
VerboseLogging="1"
>
</Network>
Then set the pinhole on your firewall to allow that specific port access in. That should resolve your issue. If you do that, you shouldn't need upnpenabled="1"