Weird, you get the opposite behaviour I encounter.
At the moment, I’m experimenting on a huawey 3g wifi router without sim card, so no internet. It acts as my wifi router between my Daw (with a wifi dongle) and my 3 android devices (Sony Xperia Z tablet, Google Nexus 7 and a 5" smartphone. I tried with the same gear but daw connected via lan and wifi router and on a laptop and I always had to switch off the firewall even after windows asked me to allow some ports opening for IC pro.
But whatever, If it works, it does. But do you get the Daw name’s or do you always have to connect via IP ?