When I tried to change the destination ip address to 255.255.255.255 [broadcasting?]
send(sock,ip"255.255.255.255", 11028,data)
permission denied message came.
Then I changed ip address to 200.120.1.255 [multicasting?]
send(sock,ip"200.120.1.255", 11028,data)
then Wireshark is able to capture the packets.
cross posted to https://stackoverflow.com/questions/70694929/julia-not-able-to-capture-looped-back-udp-packets-in-wireshark