Can not join session in the same LAN, but can join other online sessions

For the past couple of weeks I have not been able to play with my family through Steam. We were able to play together previously. We have different accounts and users. We have an active convoy. I can join a third person convoy, other person from my family can join this third person convoy, but we both are unable to join that third person convoy. This third person can join my convoy or the other persons convoy from my household. But we three can also not be together in the same convoy. We all can connect to online sessions. Just not in the same session within the same household who are connected to the same LAN.

To make things even more complicated, then I have also XBox version of the game and I can join in to the LAN convoy with that account. So only Steam account is affected. What can be the issue and how to solve it. Error screen: