Hello guys, I have concluded that the issue is with the router.

I connected my ISP's ethernet cable directly into my PC and tested the games and I got an open NAT.

So, I would like to ask, is it safe to enable DMZ host on my router for my PC?

@thecooldean 

I think as long as you have a firewall running on your PC you should be safe. Just make sure the firewall, be it the included Windows Firewall or any 3rd-party firewall software, is actually running properly.

It could be that GTA V is randomly probing for some open UDP ports to determine if your NAT is "open" and thus forwarding just a few ports doesn't work. In case it depends on the NAT status shown by GTA V with whom you can play online games and with whom not, then a compromise could be to do something like this, as it would at least protect TCP and the lower UDP ports, which is better than to enable DMZ.

By the way, the reason why you get an open NAT when you plug the ISP's cable directly in your PC is most probably because when you started each game the first time a pop-up box from the PC's firewall came up saying something like "Firewall has blocked some features of program X" and you then clicked on the button "Allow access", which opened all ports for that particular program.