The problem is not xbox/Microsoft. The problem is crap networking hardware and software. UPnP implementations in routing hardware is often crap. When you say you went through all the setup was the final config... 1st Xbox One in DMZ (no port forwarding rules at all for this xbox one), 2nd Xbox One is port forwarded to as normal. Then there should be no reason for it not to work if done correctly/hardware/routing firmware is working as it should. If this still presents an issue, try disabling UPnP/reactivating it (basically change the UPnP state to ensure your router refreshes the NAT table which could be causing moderate on 2nd xbox for example).
Moreover, it is usually security features of a router that will often wreak havoc with UPnP's ability to allow for services to dynamically port forward to the correct destination. If it still gives you grief you can try disabling UPnP altogether when the above is configured (DMZ and port forwarding).
Also presume it's just the one router and no wireless extenders/routers configured as wireless bridges etc to extend network? Only reason I ask is because of possibilities of a double-NAT scenario etc depending on your home network config.
Also for example some ISP's have known configuration issues with xbox live by default. For example Virgin Media recommends to change a setting on the routers they supply by default to allow better xbox live connectivity (enable IP-sec pass through in the firewall). With this disable it can even cause the xbox one to not even connect to Xbox live...and this is a default setting you need to change on a major ISP's equipment here in the UK (no I am not saying in every instance it needs to be done in order to get xbox live working, just they have their own KB article on it so it must be a known issue for them in particular.)
In other words it's down to your situation, unfortunately, people get all these technology goodies and just expect everything to work regardless of network config/equipment/security etc etc, i.e. most home networks have various variations in their configs so not one is typically the same, mostly only users with no IT knowledge whatsoever.
I work within the IT support industry for example, due to my knowledge I have never had anything below an Open NAT on Xbox Live in the 10 years i've been with them, on the various home network configs in that time (moving homes, changing equipment, changing ISP etc). I'm not saying that to brag or anything, just putting into perspective that not everyone's experience is the same.