The easiest way to resolve this is to connect zeroshell directly to the ISP uplink giving it a global IP address.
What kernel and build of zeroshell are you using?
What is the manufacturer and model number of the NAT router that zeroshell is behind?
What ports are being forwarded to zeroshell(1723,500,4500)?
What IP traffic is being allowed thru the firewall to zeroshell (ICMP,GRE)?
What features on the NAT router are enabled such as PPTP,L2TP,IPSec Pass-thru?
Have you attempted to connect from the LAN to verify that you can even establish a connection locally?