I have sniffed traffic by WireShark and found mark of NAT (destination IP was a router IP).
After then I rebooted the ZeroShell router and routing is become to transparent mode.
Now it works.
No, I use Panasonic PBX SIP/IP telephone exchange and SIP / IP phones without STUN servers. When I use routing via MS ISA / Cisco – I haven’t this problem.