This issue could well be due to the Firewall on the Spectrum Router dependent on how you change the setting to allow minimal or custom security for the Setup process you may be successful.
I had an issue that seemed similar. It was a firewall problem where some ports were blocked for peer-to-peer apps. It seemed like you were in the right place in the first picture where you were in your router firewall settings. I have a Spectrum router as well but mine is different from yours.