Hello,
As far as I can see from the image, the status is UNCONN, which is expected since UDP is a connectionless protocol, so ss returns UNCONN status.
To check that the events are coming to wazuh, I recommend you enable logall in the ossec.conf manager and check that the events are coming to /var/ossec/logs/archives/archives.log. Note that this option must be enabled temporarily, as it is very noisy and the files can take up a lot of space.