I am having the exact same issue, I have just been told via Live Chat that they are not blocking Slingplayer and everything is active their end. I have tried ports 5001 (default) 443 & 80 nothing works, non local wifi is fine!
Even tried using dynamic dns which works fine on my Mac at work. Nothing on the Phone
Been on the phone to o2 and they swear there is no blocking going on of any kind! I can't think what else to do now?