As far as I understand, wireguard is designed so that it can't be portscanned. Replies are never sent to packets unless they pass full auth.
This is both a blessing and a curse. It unfortunately means that if you misconfigure a key then your packets get silently ignored by the other party, no error messages or the likes, it's as if the other party doesn't exist.
EDIT: Yep, as per https://www.wireguard.com/protocol/
In fact, the server does not even respond at all to an unauthorized client; it is silent and invisible.