Can't play with friend, both NAT types open

One of my friends recently got an Xbox so i decided to game share with him. Unfortunately we have been having a problem getting into games together. We can be in a party and talk just fine but whenever we try to join in games together such as Mortal Kombat
11, Modern Warfare and Minecraft it usually says "game session unavailable" or something similar to that. Both of us can play games just fine by ourselves and with others but for some reason I cannot play with this particular friend. Both of are NAT types
are open and we've both tested our multiplayer connection and everything seems to be running fine. What's strange though is that the only game we are able to play together, that we've tried, is Apex legends. Really frustrating as I was excited to play with
this certain friend that I decided to game share with. Does anyone know how to fix this problem? We are not the most tech savvy people in the world but any info could help. Thanks

:)