Unable to play with friend

i'm going to describe this as good as i can.

 

Me/My friend hosts a friends only lobby, I/he click(s) multiplayer, lobby games, click his/my game and join.

he/I adjusts the settings, add bots, ready up and click start. 

After the host hits start, me and my friend (or just him, it seems to only happen to me sometimes) get an error. The error is: can't join game (it says some stuff about check your firewall and something along the lines of use a vpn)

Me and him managed to play 1 game, after that this started happening.