I was discussing LEGO Loco with some other members on a private discord chat, and we were talking about how to set up an online multiplayer session. During the discussion, the possibility of running the game straight over WAN came up, as the game allows you to direct connect to an IP address. The only problem was that we didn't know which ports the game used.
Well, now we do. I went ahead and downloaded the sysinternals TCPViewer application and hosted a 2x1 multiplayer session. Then it was just a matter of finding which ports the game used.
Here's the ports the game uses and I'd assume need to be forwarded:
31415 TCP - LISTEN PORT
31415 UDP
59021 UDP
36837 UDP
EDIT: ALL PORTS OTHER THAN 31415 ARE APPARENTLY DETERMINED AT RANDOM
UPDATE:
Managed to test these. Unfortunately, LEGO Loco only has one specified port on both TCP and UDP - 31415. All others are randomly determined. As a result, it isn't possible to port forward for this game.