Ok, so here are the things that I've tried with no luck:
-I connected the Dreampi directly to my cable modem (bypassing the router completely), it didn't work.
-I connected the Dreampi to my phone using WiFi tethering, it didn't work.
-I flashed my router with its original firmware and back to the latest DDWRT, it didn't work in neither case.
-I try connecting the Dreampi with Ethernet disabling WiFi just to see if it could be causing some issue, it didn't work...
By this point I started to think that my ISP was actually blocking the ports, so I tested DMZ with my notebook IPs, and manually test the ports needed for the games, all of them appear to be close even when my notebook is connected directly to the modem (bypassing the router), the interesting part is that more common ports like 8080 are open! It seems my ISP could be filtering the ports they don't want users to be using.
In conclusion I'll move the Dreamcast, DreamPi, etc to a friend's house and try over there with a different ISP...