Please bear in mind that this is Minecraft: Windows 10 Edition on Xbox One.
Basically, for some time now, me and my friend have been attempting to play Minecraft on Xbox One, and it works fine when I connect to him. My little brother, on his seperate Xbox can even connect to my world. The only problem seems to occur when my friend tries to connect to me. I have scoured Google for any solutions, and there seems to be a lot of people that get the same issue, with no clear fix to it at all. Both our NAT types are Open, and I have uninstalled, and reinstalled, Minecraft, to see if that helps - it hasn't. I have tried resetting my router to see if that helps - it didn't.
TL;DR - the issue is a ONE WAY ISSUE and there doesn't seem to be a fix.