The "port 16262 closed" error is specifically caused by the 16262 UDP port not being correctly opened either on the server owner’s router or in their firewall. It can be ignored if you are getting it on small coop servers.
If you do want to remove the error message, I can only recommend making sure that you correctly port forward the UDP protocol 16261 and 16262 ports to your Local IP. Alternatively, it will show up if you use the "Use Steam Relay" option when connecting to a dedicated server, in which case the players would have to disable that to remove the error message.

Here are some good guides on how to open the ports:
https://www.noip.com/support/knowledgebase/general-port-forwarding-guide
https://www.windowscentral.com/how-open-port-windows-firewall

If doing that still does not work, I can only recommend contacting your Internet Service provider to make sure that they allow hosting a server on your IP and that they do not block the 16262 port themselves.