Configuring gitlab-runner under Windows: meaning of error messages?

I did successfully install a Gitlab server, and a Gitlab runner on a Linux machine. Now I want to install another Gitlab runner on a Windows machine. I installed the software using chocolatey install gitlab-runner. I configured using cd C:\gitlab-runner; gitlab-runner.exe register, resulting a C:\gitlab-runner\config.toml that contains, among less important standard stuff, the lines

  name = "my_win_runner"
  url = "https://my.gitlab.server.url/"
  token = "blaBla56tHKdgh57"
  executor = "shell"

Upon gitlab-runner.exe start, I get

Runtime platform [...]
5a6f3 version 11.8.0 [...]
FATAL: Failed to start gitlab-runner: The specified service does not exist as an installed service.

Q1: Do I understand correctly that this weird error message does not come from gitlab-runner, but from the operating system? What does it mean? How would one debug it?

Leaving this aside, I got a bit further with gitlab-runner.exe run, which essentially yields the following (I do not copy some extra text that is surrounded by escape sequences that do not print correctly under PowerShell):

Runtime platform [...]
5a6f3 version 11.8.0 [...]
Starting multi-runner from C:\gitlab-runner\config.toml [...]
Configuration loaded [...]
Listen address not defined, metrics server disabled [...]
Listen address not defined, session server disabled [...]
ERROR: Checking for jobs... forbidden [...]
ERROR: Checking for jobs... forbidden [...]
ERROR: Checking for jobs... forbidden [...]
ERROR: https://my.gitlab.server.url/blaBla56tHKdgh57 is not healthy and will be disabled!

Nothing more happens. The Gitlab server does not detect the new server (though at one point during my irreproducible trial&error session it did; so the connection can in principle be established).

Q2 Do I have to investigate the two “Listen address not defined” messages, or can I safely ignore them for the time being?

Q3 What is the meaning of the two different ERROR messages, and how to debug them?

Disclosure: cross posting from, where I did not yet receive any response.