First of all, ICMP uses no port!
(referring to OSI Model):
ICMP is a NETWORK-PROTOCOL,
that operates in the Network Layer of the Medium-Layer and ports are NOT used until Host Layers!!!
And therefore no ISP can block a port for ICMP (lol?).
If you are using Steam and if you think you have made all proper settings,
try launching Steam as ADMINISTRATOR on the client and if you host a dedicated server also on the server.
The ICMP request gets blocked if you launch Steam as normal user (seems to occur randomly at the startup).
If this dosnt solve your problem, its definitetly some faulty setting.