Failed to join game. Your co-op mode works almost as well as Dead Rising 2's. Almost. It's a nice reminder of why I swore off buying any more EA games. They look nice, the blurbs are good but they just don't work worth a crap.
Basti, I tested all of your firewall advice to see if that would resolve any of the "Failed to join game" issues. Nope. I do have to point out that it's almost negligent for EA support staff to advise customers to open up common ports (like HTTP and HTTPS) as that would open up EA customers to a load of vulnerabilities. Even if the advice resolved the issues (no such luck) you are advising your customers to open themselves up to a wide variety of attacks. Nice job!
BTW, there are some people over at the company called Steam that have this whole networking thing down. You might want to try out some of their games to see how it's done.