I don't have a specific answer, but I'll throw my hat in to try to help.
Do both of these routers have a built in firewall? You said most traffic flows in and out okay, but certain protocols don't make it. Shopping sites, e-mail, and ftp all require some sort of authentication, right? I know that secure websites, outlook express, and some ftp sites will all have problems with SSL. I'm not saying this is your problem, but it sounds like your traffic is being filtered and that traffic seems to be security oriented.
If these routers have a firewall, I assume that there would be a way to turn it off. If I were you, I'd probably do that and then install a software firewall. I'm sure you could then monitor the traffic through the logs to find out what's being filtered or not and apply that to the two routers.
I know I didn't solve the problem, but I hope I sent you in the right direction. Good Luck
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