What works for me, but is no solution:
when connecting my smartphone via usb (because my motherboard does not have wifi) and use it as modem instead of my AVM FritzBox EVERYTHING works as you'd expect.
Login, downloading stuff, starting games from gamepass, … and that very quick!
But i will neither download Forza Horizon using mobile data not plug my phone everytime I wanna play something that requires me to log into microsoft apps.
I then tried from opening ports (TCP: 53, 80, 3074; UDP: 53, 88, 500, 3074, 3544, 4500, exposed hosts, to UPnP … nothing did the trick for me.
And I have no clue how my local setup differs from my mobile data connection.