Best way to setup DMZ

Hello, trying to improve my gaming experience. One thing I heard is to put my gaming console into the DMZ. I tried to add my gaming console into my wi-fi router's DMZ by specifying the internal address, seems like it kind of improved but then a day or two later, my household started losing internet access, had to reboot my cable modem (or gateway I guess the proper term these days) a couple times for it to work again.  Don't know if it was just coincidental but when I removed my console from my router's DMZ, I haven't lost internet since.  Is there something that Xfinity or the gateway doesn't like with setting up a DMZ within the router right behind the gateway?  When I researched this I've seen Xfinity reps or others reply that setting up a device within the DMZ is not considered secure.

So I researched in this forum about DMZs and see several posts about setting up the DMZ within the gateway itself, so I'm tempted to put my gaming console into it using the instructions provided in this article that an Xfinity rep provided: https://www.xfinity.com/support/articles/port-forwarding-xfinity-wireless-gateway?linkId=155308662 .  

Just wondering then, what's the best way to setup a DMZ to get the best possible gaming experience, within my router, at the gateway, or both?  Thanks in advance.