It appears that igmpproxy creates the sockets...this would be on the OpenWRT...and therefore an INPUT rule...
I still can't explain why you all have success with FORWARD, save for the routes you created.
https://github.com/pali/igmpproxy/blob/master/src/udpsock.c
And this makes more sense at: https://wiki.openwrt.org/doc/howto/udp_multicast
This will forward all multicast packets to all ports on your bridge, making igmpproxy or udpxy unnecessary.
I believe that the manual (and igmpproxy's FW3 scripts) improperly tells us to make a route to 224.0.0.0/4 at the desired Interface; and then make a FORWARD rule to ACCEPT UDP traffic to it. I don't believe this is correct - it seems to be a workaround; and would defeat the need for an IGMP proxying software.