Is your Xbox Ethernet port Fast or Gigabit type? If former and your router model is B315s, the following could give resonable answer.
Another user reported and my testing confirmed that Gigabit port on Huawei is not working properly. It will show up Gigabit link, but actual transfer rate never exceed Fast Ethernet speed. So I think there is compatibility problem forcing downgrade to the standard 2-pair Fast Ethernet speed. During re-negotiations some packets are lost resulting Xbox thinking that it is a firewall blocking access. When you connect Xbox directly, it will not try to negotiate Gigabit link resulting no packet loss.
Hi, I think I may be having the same issue although with my DVR not Xbox. My DVR is connected via LAN but it has no internet. I cannot view it remotely and the DVR says it has no communication with the server. When I use Fing it says my device is down. My devices connected wirelessly work great. Would this be the same issue as your quote above? (You're going to have to dumb it down a bit for me, I don't speak fluent geek)