TNServerInstance.Start(5127, serverUdpPort, lobby.remotePort, "server.dat", TNServerInstance.Type.Udp))
You're creating a server with a save file, meaning whatever persistent actions you take on it will be saved. If at any point you've created a channel with a persistent flag, that channel will always be there with whatever password you chose. You need to delete the server.dat file to clear it.
Access denied sounds exactly like it does -- can't access the file, so yes saving won't work. Conflicting results there. Either things get saved, or not.
As for the label, keep in mind that when you JoinChannel passing a scene name, it will load that scene upon joining -- so whatever you had in the original scene won't be there anymore, including the UI.