Thank you for all replays. Now everything is more clear. In php manual:

UDP sockets will sometimes appear to have opened without an error, even 
if the remote host is unreachable. The error will only become apparent 
when you read or write data to/from the socket. The reason for this is 
because UDP is a "connectionless" protocol, which means that the 
operating system does not try to establish a link for the socket until 
it actually needs to send or receive data.

So in conclusion there is no way to check that UDP port is working or 
not? Maybe there is a common query which you can send by UDP and then 
receive any response?
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