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Welcome!- What region are you located?
 
I would try to input a IP address for the device that does the game in to the Server field. Reserve an IP address for the gaming device on the modem.
Then try using 0 and 65535 for internal and External ports for TCP. 
Create a 2nd rule using same port numbers and select UDP for this rule. 
Be sure to disable uPnP after setting up the PF rules.