Gamestudio uses directx for it's networking (at least it did with a6). The standard ports for directx are 2300 thru 2400, so open up the entire range for both tcp and udp protocols (most routers have a 'both' option for this).

Some routers have a 'gaming' option, which automatically opens up the correct ports for directx. If you can find this with your router, try it first.