2x cdj 2000 nxs & djm 800 with recordbox via ROUTER?

It does, but not always.

A non-managed switch is effectively a network pass-through, allowing all ports to communicate with each-other without any traffic control. A router is designed to provide additional functions including DHCP (providing IP addressing service), traffic management (firewall, packet filtering, prioritization, etc), and security. Not all routers are created equal and some will allow for plug-and-play use with Pioneer hardware, but others may prevent the Pro DJ Link traffic from communicating between devices.

Your mileage may vary, but if you have troubles using your router, we suggest connecting a single player directly to your computer's ethernet port to see if the router is the source of the problem.