Spotify Connect not working with VMG3927

Hi! I have problems with getting Spotify Connect to work with VMG3927-B50A.

I have Marantz NR1050 AV receiver connected to the VMG3927's WiFi and I can the Marantz AV receiver in ZyXEL's connectivity dashboard correctly and other networking services on Marantz work fine. I can also see Marantz in Spotify app as Spotify Connect destination on all my devices correctly. However, when I try to active it the connection is never established (it just keeps trying and trying).

I have tried the same setup with two other routers and there’s no problem so I believe it’s something related to VMG3927 networking settings.

I found this Zyxel support article that might be relevant but VMG3927 settings look totally different so I can't follow the steps. I have also tried to enable local logs on VMG3927 to check if I can find something but I don't know how to view them.

Any help to troubleshoot would be highly appreciated!