Thank you for posting in our answers forum! I'm sorry to hear you are unable to connect to your Slingbox remotely via Connected Device. However, there has been a firmware update for the Slingbox 500 that has resolved this issue. If it is still occurring, please see the link to the article I have provided you with. The steps in this article may resolve the issue. Ensuring UPnP is enable is one of the steps, however, if the issue still occurs, there are more steps in the article that you can take in attempt to resolve the issue.
Hope this helps
The Sling Moderation Team