You definitely can't do 3 consoles with a "DMZ Host" setting because on consumer routers, DMZ isn't a network and only serves to forward any unsolicited incoming traffic (not already matching a port-forward) to a single host.
When it's advised in guides, it's meant for people gaming on a single device (at a time).
I'd stay away from the "DMZ Host" setting anyway as it's tantamount to fully exposing your device to the Internet, so it is really only suitable for passing traffic to a device with a configurable firewall (like another router).
Port forwarding isn't really going to help either unless each console was playing different games on different ports.
Start by removing any settings you have added that don't seem to work.
uPNP can sometimes help but it is not a panacea and still won't make your consoles appear like 3 different devices to the outside world. However it does mean trusting all the software on your computers not to poke too many holes in your router's firewall, unless your router has options to limit what devices can open arbitrary ports.
It's funny because for old games, multiplayer was one of you consoles or PCs acting as the game server and the other 2 (and the outside players) would only need to connect to that.
But nowadays multiplayer functionality may vanish if the game developer or Microsoft cease operating servers for that game.
Plus I'm getting the impression that some of the player lobby functions are now dependent on "Game Launchers" rather than built directly into the game.
I would definitely talk to Zen to get IPv6 working as per other responses but also double check your game/servers prefer IPv6 when available (OSes usually do).
prlzx on Zen: FTTC (VDSL) at ~40Mbps / 10Mbps
with IP4/6 (no v6? - not true Internet)
Edited by prlzx (Fri 19-Nov-21 07:07:09)