You might try just one filter?, in your master socket, with the phone and Sky boxes all fed from the output of the single filter.

You might also try connecting the Sky boxes one by one?, and see if it's one particular one which is faulty? - modem failure is a common problem in Sky boxes.

For that matter, why do you have the boxes connected to the phone?, particularly four of them!. There's no technical reason (or requirement) for a phone connection, the only reason is contractual ones with Sky, under certain specific circumstances.

BTW, REN is basically concerned with the amount of power available for ringers in the phones, as Sky boxes don't have ringers it's not a concern. They do have a REN value on the box, but it's not actually anywhere near as high as the stated value, the REN number is determined based on both the measured value AND the number of boxes you submit for testing - if you only submit a small number of boxes you can't get a low REN value.