@erikrini Currently the router uses ping to check if a device is connected. Xbox does not answer ping, therefore, it’s not listed in the Connected Devices section. This will be fixed in an upcoming update.
In the meanwhile, you can use the Network Settings page to name the Xbox 360. In the “Hostnames and Static Leases” section, click the Add button. In the popup dialog, connected devices should appear under the Name dropdown. You can either identify the Xbox by name or IP address.
Once you identified the device, save the name by clicking OK in the popup dialog. Then click Save at the bottom of the Network Settings page. After that, you can manage the Xbox in the parental control page.