Zyxel: Firewall

Actually, this option isn't removed with some ISP's, it's just more hidden.

You have to edit the existing WAN Setup under the Advanced Setup tab.

Click the edit button, hit next, and it the "Enable Firewall" option will be on that page. Uncheck it and hit next and save.

Hey Jovy83- I don't think you will get any help from Microsoft Xbox. You might want to look into the firewall settings of your router, Zyxels tend to have a firewall that interferes with xbox live data.

This Zyxel is such a upgrade, it look so nice lol. I just upgraded the firmware and I guess I'll set up DMZ for my 360's IP! When you got to the advanced settings, and then IPv4 Firewall. The predefined services include the Xbox 360 ports, Kinect port ,
and many many more services that people use a lot.

Yes, the Zyxel is a gateway (modem+router), and you have problematic double NAT as a result. If you have access to the right settings, you can put the Zyxel in bridge mode as explained on page 22 of the manual here:

ftp.zyxel.com/.../P-660RU-T1%20v3s_1.01.pdf

This is the best solution, but your ISP may block those settings. If it does, and if it is unwilling to set it to bridge mode for you, another option is to disable DHCP on the Belkin and connect the Zyxel to a LAN port on the Belkin rather than WAN. Reboot
Zyxel, Belkin, Xbox, and Xbox should get an IP from the Zyxel via DHCP (reserve this IP if the Zyxel supports that). You will then need to do all necessary port forwarding to the Xbox using the Zyxel unless the Zyxel properly implements UPnP (in which case
enable that).

Just to be clear, when you disabled DHCP on the Belkin, did you then connect the Zyxel to a LAN port on the Belkin? Did you verify the IP you used for port forwarding on the Zyxel was the new IP the Xbox One got from the Zyxel, not the one it had from the
Belkin? If so, that should work unless something else is going on--can you get open NAT with the Xbox One directly wired to the Zyxel (with ports forwarded)? If not, that is a problem.

As far as settings for bridge mode, I'm not familiar with your ISP so I'm not sue which setting is best on the Zyxel. On the Belkin, you need to match the current ISP setting on the Zyxel--i.e. if Zyxel is using PPPoE, set the Belkin to that. You will probably
need to enter authentication (user/pass) depending on what that setting is...