I've got the same problem. Multiplayer only works at my local network. Not when someone else tries to connect to the game from the Internet.
I bypassed my router and connected my computer directly to the network but that did not help. I also disabled my software firewall for a moment, same result, not working.
I've uploaded the Chat example to the Scirra Arcade Tutorial games. Does it work if other people try it?
The strange thing is that I've tried the chat example and also the multiplayer game example with my friend a few months ago and it did work. I exported it as a HTML5 and send it to my friend as a zip package.