@Zarac, I use API mode myself, but I would think that what you describe should work. The fact that ATND only returns one other device is a concern. Do the shields have "associate" LEDs on them? It sure sounds like they're not joined to the network for some reason. I'm not clear whether the routers can all talk to the coordinator, i.e. is the problem in one direction or two (or unknown)?
The channel (CH) parameter does not need to be explicitly set, it will take care of itself, recommend not messing with it. For that matter, if it's the only XBee network around, PAN ID does not even need to be set, the default of zero will work. But I do like to set PAN ID myself because the zero PAN ID will let any device join.
I'd try reloading the Router AT firmware on the modules that aren't talking. Set the PAN ID and nothing else, and that should do it. Leaving DH and DL set to the default values of zero on the Routers is also fine, this is a special value that causes traffic from the Router to go to the Coordinator, I do this a lot.
If that doesn't help, let me know and I can try it here when I get some time.