If either or both computers are behind a router, it may help to forward UDP port 23232.
I confirm that with the latest update installed, this solution finally did the trick for me (whereas the previous one did not) . So I played my first multiplayer match. I think I had the upper hand in TBS but I sucked playing RTS. So once the opponent figured that out, well, you can guess, next time I disable the RTS setting
Also discovered a bug, there was a map in multiplayer, "loch of wishes", I started in the upper North base, had 2 initial armours : they were stuck between the recruitment citadel and turret construction site, so I was unable to move my units and claim one of the recruitment citadels on that island.