NMAP Always says host is down (when using -Pn it says ports filtered)

You are probably seeing this message:

Note: Host seems down. If it is really up, but blocking our ping probes, try -PN

Usually, nmap sends a number of probes to determine if the host is actually up or down, one of them is pinging the host. ping uses ICMP packets to reach the host, so if you're seeing that message it's either because the destination host has incoming ICMP packets filtered, either because you have outgoing ICMP packets filtered in your firewall.

As per the situation that you describe (nmap run from an external source works fine but you locally are unable to nmap any host), the most likely reason is that you have outgoing ICMP packets filtered. Note that router is not the only device capable of blocking traffic. Antivirus, software firewalls also are.