Mark,
You are not displaying the good RULE interface. What you need for playing, is INCOMMING connection. What shows your DMZ tab in your FW rules are your OUTGOING trafic (pass or block).
On your WAN tab, specify an allow all rule to DMZ subnet destination. So that your DMZ play its role : being demilitarized…
I'm afraid you will have to deal with AON to... (manual NAT). Unless you struggle with port forwarding from each of your game support (Nintendo / Sony / steam...), and configure the good ports to be forwarded for each service.
Believe me, you'de better work on Manual NAT (and static ports) rather thant seeking for editor's information about port forwarding.