Unable to connect to world

I made a microsoft account, have ps-plus, but unable to join friends worlds. Even though my friends can play together without microsoft account. They cant join me either. I cant join, no one can join me. When I try to connect to someone it says connecting for ~20 seconds and then a message appears that says "Unable to connect to world". 

I have no idea what to do. I bought the game to play with friends and now it feels like I wasted money.