My friend and I used to play DL co-op often, then life happened and we didn't have time. Earlier this year we tried to get it to work again and every time got the connection failed error. It would get right up to where I could hear sound from the game and then tell me it failed and dump me out. We tried everything we could think of, had OpenNAT on both sides and it was still broken. Finally my friend had the idea to uninstall DLC he had installed that I didn't. Boom! It started working...finally after routinely being disappointed. Disclaimer, I also had tried deleting my saved games for DL and resyncing them at the same time he removed DLC, so that might have been it also, but I think it more likely that it was matching DLC. Hope this helps anybody else frustrated by not able to get co-op working.