From my research it is impossible or at least very rare for PC players behind a router to reach a FIFA 12 firewall setting better than "moderate".
There is no official statement from EA about what "open" distinguishes from "moderate", but it does not seem to have any negative impact per se to "only" have moderate settings.
If you run into trouble with playing online, entering the EAS FC center or submitting after-match results (e.g. in FUT), you should make sure the FIFA 12 ports are correctly forwarded in your (software or router) firewall, as you did.
If however you have none of these troubles and you are able to play online, you can rest assured that there is nothing to worry about. All other players are playing on "moderate" as well, there is most likely nothing you can do to reach that mystic "open" state and even if so it will not improve your experience. If ports are open, they are open. There is no semi-open state that slows down your connection or anything like this.
The connection aborts when searching for Head-to-Head season opponents that you describe are annoying, but normal. They result from the fact that FIFA checks the ping (=how fast the connection is between two PCs in a network) and aborts if you and your opponent are too far apart to have a proper fluent match.
So rest assured, there is nothing wrong with your FIFA or your firewall.