From the screenshot, you seem to have setup everything correctly. Just make sure that you set a static IP to the game console/device that you want to put in the DMZ if you haven't already.
If it still doesn't work, you can try installing the luci-app-upnp package and just limit the open ports to the game console/device IP: https://forum.openwrt.org/t/upnp-security-options/195640/7