This problem could arise if the UDP traffic is (partially) blocked by a firewall.
This could happen in the following cases:
1. You are using a hosting provider who blocks all unwanted traffic. In your hosting panel, find an appropriate settings ("Firewall", "Security", or "Network", check with the technical support if available), and add a rule unblocking all incoming UDP traffic. Outgoing traffic (from the server) is usually not blocked.
2. Your server is behind a NAT. In this case, you also need to unblock the UDP traffic, but also set the external IP for your Headwind Remote server.
To diagnose the UDP issue, please do the following:
On the Headwind Remote server, run a command:
nc -lu <number>
nc -lu 5678
On another Linux computer, run the command:
nc -u <headwind-remote-domain-name> <port>
Then type any message, for example, "test", and press Enter. Your message must appear in the console of your Headwind Remote server after the "nc -lu" command.
The UDP port number can be an arbitrary number from 1024 to 65536. Try different port numbers to make sure all UDP traffic is unblocked.