The game does use ports when in Lan And thats not what i said,
I said you use a local adress when playing on lan, So router wont affect it,

If the game does not attempt to open a port when you begin hosting games, that implies That its not the routers fault, and your game is not functioning properly,

Id love to tell you whats wrong with your game, But I dont suffer this problem,
So i cant really work on fixing it,

Some where along the line something is either blocking shogun from opening aditional ports. I.e Fire wall.
Windows fire wall Could be causing problems for some,

The most logical explanation Is,
fire wall settings are incorrect,
And not allowing shogun to open that port,
If the router forwards the port to the right Ip adress.
Then fire wall settings should be tested,

Personaly id find some 1 to come help me see if hosted games work without fire wall runing,
then systematicaly disable programs 1 by 1 untill i can host,

There could simply be an error some where in your game,
However i dont think that is the case.

I really think it could be a firewall problem, if the routers are fine, then it can only be a fire wall problem,