login differences between LAN and WAN to openSSH on cygwin with putty

I have been having the darnedest time trying to figure out what is happening 
here:

I am running openSSH on Cygwin on WinXPhome on my home LAN. It is actually 
behind a wireless router (R2) then behind a DSL modem (R1) before it gets to 
the internet. I have port-forwarding from R1 to R2, then from R2 to my PC/ssh 
server.
I am able to login to my ssh server with putty from another PC when I am inside 
R2's subnet, and when I go to R1's subnet, but when I try to access it from 
R1's external IP it fails.

Some details on the failure:
(1) Initially putty timed out until I realized  ZoneAlarm firewall on my ssh 
server was blocking it, so I just turned off that firewall for now.
(2) Then, running sshd on port 2444 (a randomly picked port) putty came back 
promptly with "Connection refused".
(3) Changing sshd back to the standard port 22, I now get a strange 
response--putty opens and immediately closes (too fast to see if there is any 
message).

I tried to turn on logging in sshd_config, even setting the loglevel to DEBUG, 
but the /var/log/sshd.conf remains stubbornly empty.

The real question, then, is: What am I missing in my configuration to get putty 
to work from the internet?
Failing an answer to that: how can I get sshd logging turned on to try to see 
what is happening?

Thanks,
~~Michael Sorens