Well as you can tell from the error message nmap is having trouble because you are scanning 127.0.0.1 and not some random server. From what I understand with UDP you can only get rejection messages back to the scanner. Thus if you do not get a message it either means that there is a listener or that the rejection (ICMP) message was filtered.

I am still not sure what you are trying to do. If you are on the client you could just run 'netstat -a -p udp' to see the bound ports and pick one which is not listed there.