That sounds strange, I guess you cannot see when one of you is writing a message either? Something might be blocking the port then, windows firewall shouldn't do that (especially when your network is set to private). Do you maybe have any other security programs installed that could block it? In the worst case you can try to get a VPN program like hamachi, it will help to get the connection going properly.
I know there was such a bug where the game did freeze on exit, but I cannot remember the solution ☹️
