Earlier quoted context omitted.
Make sure that the port is correct and it is UDP (not TCP). (I just did the same setup with PiVPN. Somehow I got a wrong port number first, but then it worked)
OK it defaulted to UDP, got nothing, changed to TCP, got nothing. Will change it back and try again. I will also double check the port number.
My owned router had the right ports opened, but the AT&T bridged router did not. Be sure you open ports on both sets of routers, otherwise your owned router will never have a chance to allow the traffic in the first place.