Need to verify that nat-start is being run at boot or if you bounce the WAN iface.
If you can run nat-start from the command line, then it must be executable. Execute the "chmod 755 nat-start" command just to make sure. That is how I have my permissions set. Make sure you are calling the correct script in nat-start. In the post above I used sh /jffs/scripts/IPSET_Netflix.sh as an example. But the revised script I posted is called IPSET_Netflix3.sh.
Go to the WAN page and select the Apply button on the bottom of the page. Then, check the system log to see if nat-start was called. Navigate to the System Log tab. In the web browser, do a Ctrl-F to open up a search on the page and search for nat-start. Here is a snip from mine.
Code:
Feb 26 01:25:22 start_nat_rules: apply the nat_rules(/tmp/nat_rules_ppp0_eth0)!
Feb 26 01:25:22 custom_script: Running /jffs/scripts/nat-start
Feb 26 01:25:23 (VPN_Routing2.sh): 27371 Starting... /jffs/scripts/VPN_Routing2.sh.