Hi,
I am assuming you installed on UBUNTU.
I think applications have to use a port above port number 1024. So set the input on Graylog to listen on a higher port and then configure devices to send to that port.
Another way would be to set graylog to listen on a higher port (e.g 3514) and then redirect port 514 to a port above 1024 (examaple below uses port 3514) through iptables.
Something like
iptables -t nat -A PREROUTING -p udp --dport 514 -j REDIRECT --to-port 3514
(Note you will have to save iptables for rule to remain persistant after reboot)
For CentOS
firewall-cmd --permanent --add-forward-port=port=514:proto=udp:toport=3514
You will also have to allow both ports to listen on the firewall.