Foreword:

This guide is written to dispel the myth that crossplay between GOG and Steam players is impossible (even over LAN). In reality, it is not so. The game has the legal ability to play over the network between GOG and Steam users over LAN (or emulate it in the form of Radmin VPN or Hamachi)

What to do?

1. Download the latest version of Dying Light (of course, a license on Steam or GOG)

2. Download Radmin VPN or Hamachi (I use Radmin VPN)

3. Launch Radmin VPN and create your own network:

3.1. Click: "Network" > "Create a new network" > Enter the network name and password > "Create"
Congratulations, you have created the network and are acting as "Host". Now you send the network name and password to your friend, he in turn does the following:

3.2. Press: "Network" > "Join an existing network" > Selects the "Private network" tab > enters username and password > "Join"
Once the network has been connected, you do the following:

4. Important!
The host must turn off the firewall, Windows Security and antivirus.

4.1. The host enters his world, then clicks "Session Options" and transfers "Game Visibility" from "General" to "Local Network".

4.2. Other players do the same, but after clicking "Matchmaking" > "Find Games" > update the list until the hostname appears, then go to its server.

Congratulations! Now you can play together over a local network, regardless of where the game was purchased. (although technical support assured me otherwise that the game between platforms is impossible)

P.S.
I tried to chew the instructions in as much detail as possible for dummies, if there are errors or comments - write, I will fix it.

P.P.S.
This is a translation of the manual from Russian. I am sorry for any possible mistakes.