+CASERVER but no UDP response

[Adrianotiger]

Not always, a UDP message is reported by the module. You need to configure more than just the CASERVER.

Create an UDP server is pretty simple:

+CASERVER 0,0,"UDP",5555,0

Parameters: CID=0, PDPIndex=0, "UDP"-connection, Port 5555 and recv_mode=0.

But what about the answer?

If you don't get any UDP-message, maybe Network URC is disabled.

If the result of TCPIP in the AT+CURCCFG=? command id 0, you will not be reported by incoming UDP message.
So you need to write AT+CURCCFG="TCPIP",1 to enable it.