We need to investigate further. Can you contact us via https://www.nomachine.com/report-issues referencing the topic name?
We will pass you a binary file of nxupnp to install. After installing it, we will need the output of nxupnp.exe -l and check whether you see the Windows machine IP in the list.
If you don’t, you can add it manually by executing: nxupnp.exe -A list 4000 -R <OUTSIDE_PORT> TCP 600.