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Windows tracert sends ICMP requests, while Unix/Linux traceroute sends UDP packets bound for UDP high ports. Use the tracert command from Gaia/Linux and it will work, you must be blocking UDP high ports somewhere in the path but not ICMP echo requests.
Edit: Windows tracert expects to get ICMP echo replies as responses, while Unix traceroute expects to receive Destination/Port unreachable responses. So those latter types of responses could be getting blocked.
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