If you use DMZ you can apply it for one console only and it is not good security. The correct solution for consoles is port-forward.
You have two choices:
- install upnp and leave it to take care of it
- set up manual port forwarding - in case of xbox it is port 3074
/etc/config/firewall > insert rule:
option name 'xbox'
option target 'DNAT'
option src 'wan'
option src_dport '3074'
option dest 'lan'
option dest_ip '192.168.1.139'
option dest_port '3074'
eventually enter it via LUCI http://192.168.1.1/cgi-bin/luci/admin/network/firewall/forwards
Then you can confirm it works, on Xbox go to Settings > General > Network > on right side you should read
Current Network Status: NAT Type: Open
. Furthermore you can run Test Multiplayer and Test NAT Type.
If you have IPv6 you should Allow traffic from WAN to the console IPv6 address on http://192.168.1.1/cgi-bin/luci/admin/network/firewall/rules
Also, the default port 3074 can be changed in xbox network setting, so that you can use multiple consoles and each one have its own different port forwarded.