Same here. three of us are attempting to play together. All on separate networks, separate consoles etc. Two of us can connect just fine, the third however simply gets the "Joining failed: Connection failed" message on attempting to join. If they Host, then we get that same message instead on trying to join. The person getting the issue can however join other random games with no problem.
We have tried everything, reinstalling the game, deleting all saves and cloud saves, disabling cloud sync, several different methods of joining/inviting each other to the party, resetting routers etc. None of it seems to help at all. Really frustrating as the reason we all got the game was to play together. Hopefully we get a solution soon.