Thank you for the access to the latest firmware. I will install it and make some tests. I didn't change anything regarding settings, until I started to play with the R3 versions. The ISP modem brand is a Skyworth GN543V. It looks like my ISP can't set that modem as bridge, so they offered me a DMZ so that's what I'm using.
I will also be testing out the issue with others routers that I owned in the past, so I can have more options to determine better if it's an issue by my ISP or the R3 itself.