You seem to be having some unique/rare/uncommon issues. Many people have installed the server on a Win 10 OS. You mentioned these two things:
Setting up the port forwarding on my router.
Tweaking my ISP (AT&T) router's firewall settings.
Does this mean you have both an isp modem and a seperate router ?
As far as that "no internet connection" message, the only advice I can give, is temporarily disable any and all firewalls you have, until the server install goes through. If you've already totally disabled all firewalls (software, windows, modem, router) and still getting that message, then you're box has some unknown, underlying conditions going on.
Like I said, MANY have installed this on a Win 10 OS, successfully already.
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