Sachys: to play directly with a friend you either need to find their game - OR - they need to send you an invite - and im not certain invites themselves are crossplay (given different friend structures for steam / gog).
to help narrow down the issue though, im pretty sure they or you can make a private game and protect it and try joining that way?
rokoeh: How can i find private games? Is there a code to join?
Unfortunately I only have DL installed on an offline computer and installing it here would take a few hours so I can't test it, but maybe the problem is actually the other way around? When you start an online game you can decide - Public, Friends only, Private.
Private is something like unlisted, where it won't show up on Public Listings.
As to how to find such a game - can't tell from here.
One issue that might come up though is - if
you or any of your friends have made it in the story until 90% completion or more - you cannot play online - this is due to technical reasons.
Also note that Crossplay is only between
PC systems! GoG - Epic - Steam