I've got kind of similar problem. I play on stadia.
I've played multiplayer creating a new file as well as joining other people. Creating my game seemed to be like playing alone; firs of all I created my character. When joining other people, I always appeared in some unknown character, maybe a ramdom NPC. I didn´t recognise it.
So, is it not possible to play your own customized character without beeing the host??
Is it impossible to play with friends, each of us with their customized character?

Should i hope an answer?? xd