So, because I can't figure out DMZ option in my router, I decided to open ports for Dreamcast manually. It looks like this now:
Without port forwarded, after hosting Alien Front Online game, it informs me about comunication problems then disconnects. With port opened, I'm able to play without any problems.
It means I have correctly forwarded port for DreamPi?
I see Shuouma
post. It looks like everything is working perfectly now. Thank you!