Let $C>0$ be any fixed number. Take $p-3$ horizontal lines and $p-b$ vertical lines where $p\gg b\gg C$. If we want to stay within $2p+C-3$ lines, we should be able to cover some $3\times b$ rectangular configuration by at most $b+C$ lines of any prescribed slopes $a_1,\dots, a_{b+C}\ne 0$. Notice that we have $3b$ points to cover and each line can cover at most $3$ points, so we can afford only $3C$ lines that cover $2$ points or fewer. Thus some $b-2C$ lines should pass through $3$ points.
Let $x_1,x_2,\dots,x_b$ be the base of our $3\times b$ configuration and $u,v,w$ be its "vertical side". Then for each slanted line coming through $3$ points, we have some triple $i,j,k$ such that
$$
(w-u)(x_j-x_i)=(v-u)(x_k-x_i) \tag {$*$}
$$
and the slope of the corresponding line is determined by that triple. Notice also that those triples cover at least $b-6C$ indices $1,\dots,b$ (the indices not taken by the exceptional $3C$ lines). Thus we can choose $\frac b3-2C$ linearly independent equations of the type ($*$) (just take an equation including some index not used yet every time until you run out of them). There are some $K(b)$ possible arrangements of those equations and $p^3$ choices of $u,v,w$, so we see that we can have at most $K(b)p^{3+\frac 23b+2C}$ arrangements that are coverable by $b+C$ slanted lines in principle and all slopes (and even lines) except $3C$ are determined by $x_j$ and the ($*$)-equations up to the order. That results in the bound $K(b)(b+C)!p^{3+\frac 23b+5C}$ for the number of choices of $b+C$ slopes that can be used to cover any $3\times b$ configuration, which falls short of $(p-1)^{b+C}$ available choices if $b\gg C$ and $p>p(b)$.
If you do it carefully, you get the lower bound of the type $N(p)\ge 2p+p^\alpha$ for large $p$ with some $\alpha\in(0,1)$, but it is still only a rather pitiful improvement of the trivial lower bound $2p-1$, so I didn't try to be very precise in the estimates.
