Hello polymath,
That is a strange result...
I have a ZyXEL VMG3925-B10B but ISP supplied, I have, with the kind help from the folks on this forum, installed the latest stock firmware, my router passes the Shield Up! test, all the ports I have tested are reported as Stealth apart from port 7547 which is reported as Closed.
I do get a different result when I test through a VPN connection as I think it is then testing the VPN and not my router.
Have you installed the latest firmware 5.11(AAVF.3)C0 ?
Have you tried a hard reset and then running the Shields Up! test again?
nix