One other idea I can think of is the router/modem settings. Sometimes these have a firewall built in that filters data to all computers on the network. You can adjust their settings by connecting to its local webserver and logging in using the instructions in the manual.

One way you could test this is using a VPN intended for games (safer to use the free trial of a paid one though). If it works then your traffic is probably being filtered and a VPN makes filtering more difficult by encrypting it.