@featuringturtle This has been a constant problem with the xbox app on PC. The issue stems from the networking side of the application.
Systems are switching over to IPv6 and most PC systems, Modems, and routers and still defaulted to IPv4. IPv6 should be available but usually is either disabled or something else. I've gotten it to work to some degree but honestly I could have just been lucky with the stars aligning while someone was sacrificing a goat somewhere.
The xbox app uses IPv6 addressing for the party system. Something with teredo and blah blah blah.
You can usually get it to work if you join someone else party first and then take control of the party.
You might be okay with just turning on IPv6 in the settings for the router you are using. Might have to do some other stuff to make sure teredo is set up correctly.
THIS IS IMPORTANT. If you try to do anything with teredo, make sure to READ EVERYTHING FIRST. THEN READ IT AGAIN. Then follow the directions EXACTLY. Do not assume anything, if it says do not do something then do not do it. Do not skip steps.
Hope that helps