The Internet Group Management Protocol (IGMP) is a communications protocol used to manage the membership of Internet Protocol multicast groups. IGMP is used by IP hosts and adjacent multicast routers to establish multicast group memberships.
do you have captive portal running on your LAN interface?
did you check the box in logs>settings>Log packets blocked by the default rule?
or how do you see packets being blocked.
please attach your m0n0wall setup.
or try to add an interface for the device, as DMZ and log all traffic going in and out.
regards