|I am a residential customer, but understand from Cox that they block ports 25 and 80/80 even for business. These are the ones my company uses.|
If your provider is blocking the ports you need to use to connect your VPN then you only have one choice as I see it. You're going to have to go with a provider that doesn't.
If that isn't an option, talk to your IT department and ask if they can't change the VPN connection port for you to something that isn't being blocked by your provider.
There isn't going to be anything you can modify/change/adjust on your SOHO router that would be of any value in this situation.
I noticed the following as I clicked 'submit'
"even for business"
Do you mean, even for a business class internet connection with Cox? That would be unusual as one of the reasons for paying (more) for a business class plan would be to be able to have a website (using port 80) at your place of business.
Double check if that's the case or not. Because if you could upgrade to a business class plan, that would be another option.
It matters not how straight the gate,
How charged with punishments the scroll,
I am the master of my fate;
I am the captain of my soul.