If you have issues with windows firewall or other network issues consider using radmin to setup a vpn
Download and install Radmin VPN, then turn it on.

Turn on Radmin VPN.
Open the Network menu. Create a private network for your group, or select Join Network to connect to an existing one.

Open the Network menu and select Create Network or Join Network.

Enter the network name and password.
Example public network
Network name: D2RR TCP/IPPassword: DeckardLikesWine@69
Enter the details and click Join. Radmin VPN should display the shared network and its connected players.

Players connected to the same virtual network.