Your 3DS has to be connected to the WiFi Hotspot (with the proper Mac Address) you created. Are you? The 3DS will light up the "NIntendo Zone" icon if it finds a SSID from the Nintendo Zone locations, but it won't actually connect to the internet through that hotspot unless you tell it to.
I don't know if you're running multiple SSIDs at the same time, but the 3DS will connect to the SSIDs by their order configured on the Settings Screen and WON'T disconnect from a currently connected SSID to jump to another, even if it finds the Nintendo Zone SSID. Be sure that the SSID you want to connect ("_The Cloud") is configured as the first Internet Connection on the settings tab. You could always cycle the WiFi on the 3DS itself and it'll jump on the first available SSID (by order).
Be sure that your MAC Address whitelist is working: After configuring the connection on the settings screen, test it and see if the Internet is accessible. On DD-WRT, the default Mac Address Filter option is to PREVENT the listed mac addresses to connect to the network, not to ALLOW them.