Ok folks, I have an update. We sat down and decided to try again this week and our first attempt failed per usual but I had a new idea based on all the things I've heard who have been able to play. After our failure:
  • We had our host exit to the main menu
  • The host then clicked the multiplayer option
  • We started a new game (accepting the default characters created
  • Once we were in the new game, the host loaded our saved game
  • It worked and we actually got to play together for the afternoon!