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Hi,
TCP segment not capture may be normal if they are seen at the beginning of a capture or at least if you started capturing packets after the TCP conversation had begun. It can also mean there are dropped packets either on the network or on the capture device. Check Statistics -> Capture File Properties (CTRL+ALT+SHIFT+C) to see if there were drops. (The capture device may not support populating that field.)
Out of order means you are receiving segments in the "wrong" order. Put simply, you ideally want to get segment 1-2-3-4-5 in sequence but you got 1-3-2-5-4. You have them all but just not it the right order. You are not missing data but the host may need to buffer the data and use more CPU to put everything in order for the software. (Again simply put)
You mentioned a firewall and allocating bandwidth to the streaming device but maybe you could try temporarily bypassing the firewall?
Hope this helps.
Cheers,
JF
