I was digging into the WiMax gateway (yes, I think you are correct about this) and found that it also had NAT and UPnP IGD enabled. So I have disabled these.
Making these changes in fact opens the NAT on the Xbox One. No wonder changing the DGL-5500 didn't do anything. Ugh I should have checked the gateway earlier. Well I certainly learned something at the very least.
Once again thank you all for your troubleshooting help and advice.