I found a solution to play with my friend, i think it work 100%.
Create 2 profiles then close the game and start it in controller mode. In the main menu press start to join the other profiles.
Now that you are running multiple profiles with the same controller host a multiplayer game and reach the character creation.
In character creation everything you do with the controller you will do it in both the split screen, so disconnect and reconnect the controller and work on the first character.
When you have finished the first one press start again and rejoin the second profile, now you will still have the shared commands but the left side of the screen can be controlled from the keyboard too so did the second character and start the game with more player slot.
Now make a save, restart your game without the controller and your friend can join the second character that you have created.