Are you sure your ports aren't open? I ran into the same issue, or so I thought, until I realized the most commonly recommended port scanner (
http://www.canyouseeme.org/) does not perform a UDP scan. The zone ports are indeed UDP.
Try this one instead:
https://www.ipfingerprints.com/portscan.php
Be sure to tick the Advanced option and check UDP Scan. GlassDeviant's suggestion may also handle UDP Scanning, I'm not sure. Also, be sure your server is running when you attempt this; if nothing on your computer is actively listening on a port, a port scanner usually won't see it even if your router/PC is configured properly.