Either your router doesn’t support UPnP or or NAT-PMP, or they are disabled. Have you tried manually configuring forwarding on the router? See these similar posts:
https://www.nomachine.com/forums/topic/cant-connect-outside-of-local-network#post-2247
https://www.nomachine.com/forums/topic/both-machines-behind-different-firewalls#post-2905