wow, thanks Ussnorway, I didn't know about the .NET thing. Found it, ran it, and bingo! Now everything works just like in the tutorial.
For anyone with NAT-punch server error issues on windows, just run this
https://www.reddit.com/r/BaldursGate3/comments/zm0y2a/net_framework_issue_fix/ it's already in your steamapps\common\DotNetCore. I hit Repair, no more NAT-Punch error.
Yay