Can't join friends modless Co-op world

Me and My friend are having issues Joining each other in modless Co-op.
Him and me bought the game and freshly installed it yesterday but when we tried to join each others worlds today we couldn’t do so. When we try joining each other a notification pops up saying we are doing so, however after about 5 minutes of waiting we are told we failed to connect. I am able to join dedicated servers just fine, only co-op seems to be an issue.
Me and him have both restarted our games and computers. I also updated my drivers just incase and used steam to verify my game files.
However the issue continues, anyone have any Ideas how to fix this? I’m pretty lost.

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