You need port forwarding or DMZ for AFO or you'll get disconnected as soon as you join/create a game. See the bottom of the Connection Guide
for details on that.
I feel like we need a youtube video on DMZ or port forwarding dreamcast
Seems to be the #1 problem with new users is getting dmz or port forwarding properly setup. I think most people assume to dmz the pi instead of dreamcast or just ignore the step since some games do work without dmz.