These flags are set depending on the return traffic seen on the connection.
So when they don’t get set, there is no reply seen.
(the different flags refer to different situations, e.g. a single UDP packet sent and received,
or a series of UDP exchanges that apparently is a session. these are used to vary the timeout
on the connection tracking entry)
Having more than one SIP device on the same router is always a little problematic.
The first thing I would try in this case: go to the IP->Firewall->Service Ports screen and disable
the entry for SIP. That is a “helper” that tries to be clever about your SIP traffic and usually
causes more trouble than doing good.
(however, this also depends on how your devices and exchanges are actually configured w.r.t. NAT)