Actually.. the portforwarding fixed it for me. Before I've opened all ports described earlier in this post I wasnt able to play online (both skirmish and coop), since today I am with various people.
Selected and bought the game on steam today as my brother was coming over, especially for coop campaign mode. Then found out the Gamespy servers were down, and then their Natneg server as well. Really dissapointing as Steam/EA still sell this game advertising co-op, and EA did disable co-op over LAN in the first place.
Tried fixing it with port forwarding etc, without any luck. Really hope you guys can get it back to work. Thanks a lot in advance!
PS What we didnt do yet is use the CNCOnline_DEV_2.05 version which was referred to somewhere in a post, and the seperate RA3 for LAN patch, which exports the campaign maps as skirmish maps (looks like not the real deal..)