Once in game please join multiplayer via in-game Direct Connect option.

Make sure to add the game to the anti-virus/firewall exception on all machines (host and clients) to make sure it will work. Simply disabling firewall or anti-virus software could not be enough, since some of those software's are running still in background or in services list.

If it's still problematic, then please make sure that your router, and it's build-in firewall doesn't have game ports blocked.

Additionally please also check router settings, especially take a closer look at things like: enabling UPnP, and opening NAT.

And make sure that server/host visibility in-game is set to: anyone.

If it doesn't help please create a ticket here: bit.ly/GOGTechnical
Don't forget to tell our support the steps already tried and illustrate the problem with a screenshot.