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Hi Rob, that does sound odd, unfortunately I haven't used it with UDP services so that is not tested. When the pi first boots it will just use the standard wifi setup. As you say the autohotspot script just test the situation and only makes changes if the ssid id is not found.
I will have a think about what the issue could be but what you can try is:
when the pi starts the dhcpcd service starts wpa_supplicant and gets the network wifi going. You can change that so the Autohotspot script activates it instead. in /etc/dhcpcd.conf go to the bottom of the file and add the line
nohook wpa_supplicant

after a reboot the autohotspot script will in control of activating the wifi. see if that makes any difference.
If you was using the internet version of the script I would suggest it that ip_forwarding is disabled during the script but as its the direct version no settings are changed until it goes to a hotspot.
Let me know if that makes any difference,