That’s odd.
Have you managed to successfully send any OSC message from another machine to the Windows computer? If not, have you also managed to send any OSC message from another machine and receive it in a different app other than Sonic Pi?
As far as I can tell, the problem is likely to be either on the network, in the Windows network stack or in Sonic Pi.
Verifying that you can receive an OSC message from another computer in any app other than Sonic Pi would help reduce the problem surface 
Fired up & installed Sonic Pi on a different windows PC & when I went to change the “allow OSC” settings, the warning from Windows Firewall popped up about the ERL.exe gaining access… so I allowed that & the DinkyOSC works as expected with that Windows Machine.
I found the ERL “rules” in my own PC & deleted them, when I fired up sonic pi (after an uninstall & re-install (but all the old files were suspiciously still there when I fired up the new install)) the Firewall Pop up warned me about the ERL use… I “allowed” it - but the OSC comms still don’t work on this PC.
I am that Golden Retriever sitting at a PC.