Perhaps your Speedport doesn't have a nat firewall after all. But some do. That's why it's listed at portforward.com

Set your LW to manual connect. If you're sharing over 1,000 files then for the time being reduce this down to say 1/10th of the number. Open LW & let it load the incompletes & shared files. Give it at least 20 mins. Then go to File>Connect. Wait up to an hour to see if it will connect. Do do anything with LW over this time.

It might also be wise for the time being to Disable Ultrapeer capabilities if you are running as a UP. This can be found under Tools>Options>Speed. Don't forget to press Apply after any changes to option settings. Good luck!