When you hosted a game, did either of the other Steam players try joining via Direct Connection? If they get the same error, can they join using the Steam lobby or invites?
Please email supportdos2@larian.com with a dxdiag report for your system and the host (WinKey-R, type in dxdiag and hit enter, then when it finishes loading click on the 'Save All Information...' button and save the report somewhere handy).
Also check the respective '..\Divinity Original Sin 2\DefEd\bin' folder for the gold.log and network.log files to include. Actually, if you don't mind a little more troubleshooting, rename your current network.log files, start the game and try joining the GOG player, quit, rename the network.log files, restart and try joining one of the Steam player via Direct Connection. Then include all 3 copies of the network.log file from your system, and the 2 from the host.
