My Wii U and 3DS work just fine, but I can't get my PS3 to not have anything other than a NAT 3 connection. It stinks because I can't play LittleBigPlanet 3 online with people. My connection is a NAT 3, making those types of games impossible to play without a ton of lag.
I remember an option was doing something with the DMZ and allowing the PS3 to be open on it or something? I don't recall.
I also don't recall what information I should give to get some help, so I apologize ahead of time!