Are you using any mods?
If you start another instance of the game from the '..\SteamApps\common\Divinity Original Sin 2\DefEd\bin\EoCApp.exe' (maybe lower the game resolution and switch to windowed mode first) and use that instance of the game to join (in the host instance, open the Connectivity Menu and make sure LAN visibility is enabled), do you have the same problem?
If you create a new profile and host a different campaign (one of the default ones), does the same thing happen?