Make sure you've completed the Prologue first. You should reach a quest called Markers of Plague. After completing it, co-op will be unlocked till the end of the game.
Also, make sure your local time and date is the same as the one set on all of the players' machines (including consoles), please.
If you're still experiencing connection issues, tell us the following, please:
- What was the location on the map and what quest was active on the host's and on the peer's side? It can be hard to tell the other side's quest here, but perhaps you can recall it, because the name of the quest is displayed when searching for games to join. Thanks to that information, we can learn at which point the affected players tried to connect to one another;
- How many friends do you have on your friends list in the online menu?
- What is your internet connection? If you're on a PC, check it with an online speed test, please.
Additional questions if there was an unexpected disconnection problem:
- How long was the coop session before the disconnection occurred?
- Where did the disconnection come about?
- Was it a free run or were you doing a quest together?
- How many people played in the session?