I am assuming you just blocked out your IP address, but to specify, you should be using your local address for forwarding on your network. For example, your external IP is 999.999.999.999 (obviously fake), but you may have 3 computers and 2 phones on your network. The data packets need to know which computer to go to, so you need to specifically port forward to the local IP 192.168.X.X (the computer where your Conan Exiles server is installed). You can get your local IP by checking the properties on your Network & Internet settings in Windows.
I suggest forwarding both TCP as well as UDP ports, and if your playing the game on the same computer as you are running the server, you will need to use alternate ports for the server. This is because the game is already using the default ports (7777-7778) and it will not share those ports with your server.
Try switching to alternate ports 7787-7788 and 27025-27026 (both TCP and UDP). If you still have difficulty you can ask @Toolguy on his thread:
Best of luck, and welcome to the Forums 