Created this account, I've been having this issue for months- at one point, when I first started playing Stardew, me and some friends spent hours trying to play together- nothing was working. Twice, did my friend even show up as a game I could join, but it wouldn't work. I play the steam version, the most-recent update still doesn't fix the bug, none of the suggested tips work, and I've tried everything short of simply using an entirely-different computer; something that, literally, I can't afford to do. I have no mods, Stardew isn't blocked by my firewall, I use an ethernet cable and I have a gigabit connection. This problem still exists, where I'll just perpetually be connecting to myself, just to try even getting an invite code or to invite a friend directly. Having others invite me doesn't work either; steam invites literally do nothing at all (not even a "connecting" prompt), and invite codes never work.
The lack of official response to this years-long issue is as infuriating as the asinine blog posts of pseudo-experts that all regurgitate the same useless, impotent, ineffectual advice for every single indie game ever.