Disabled the cable modem firewall and after an hour ESET NOD logged "Restored Direct Cloud connectivity." I had made two windows firewall rules to open port 53535 but it had no effect and were deleted the next day. This was the first "restored" message I got since Nod was installed months ago.
The problem of Limited Direct Cloud Connectivity has been solved in NOD32 22.214.171.124 with LiveGrid communication module 1093 update. The update was done 3 days ago. And I've been able to connect to the SK server with nslookup from Seattle on Comcast.