Without reading back -
Drisos, you could try doing a Windows update, to make sure you're all up to date on all the Windows Service Packs etc. They can make a difference. I would then, once again, just check that the Windows firewall isn't activated.
The Service Packs, I believe, can affect Shogun, but could also stop the game from working at all... I believe that you just need to make sure that Shogun is fully patched and up to date, your Shogun settings are definitely correct and that the Window's firewall is turned off.
I can appreciate that this must be very frustrating for you - I had the same problem myself for quite a while, which is why I've never really played Shogun multi.
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