Have you checked your log file that gets produced? It will be in the same location as the server exe you ran.
Did you run it as an administrator?
It's quite possible the ports are in use on modern windows.
One way you can do this is to open a administrative command prompt/powershell to the directory you saved the "cncnet-server-gui.exe" and run the server exe itself like so:
.\cncnet-server.exe --maxclients 200 --port 5001 --portv2 5000
If it runs now then you have a port issue on the main ports used by cncnet
With regards to p2p there is the option below:
--nop2p (Default: false) Disable NAT traversal ports (8054, 3478 UDP)
However I'd recommend against turning it off as if a player cannot connect to your tunnel they will fail to connect at all compared to failing back to p2p.