Agreed with raife86. Load bar doesn't ever start. Noticed that pretty early on.
Agreed with Tetsuo, after reinstalling I didn't notice being asked for an update which I thought was odd.
Question for Larian... any reported cases for PS4? I really think the problem is Xbox related. How is the Microsoft API used? That is what I would be looking into. The only time I have connected to a game was a strangers game. when I am using Divinity solely to connect.
Whenever I invite my brother (or anyone I am friends with) the invite goes through Xbox. As soon as you invite the player, it brings up your friends screen via the xbox home. My guess it has something to do with (and as a non-programmer I apologize for my incorrect use of semantics) the address divinity is being supplied with by xbox. Some small variation is formatting that is making it so when Divinity tries to use the address, it doesn't get the response it would expect and times out (hence no progress on the loading bar).
That is one lowly internet strangers best guess... look how xbox handles its addresses and make sure formatting coincides.