I have had this issue since the "bug fix" 1.12.0 update that screwed me over. I am attempting to play lan cross-platform multiplayer between a Windows 10 laptop and an ipad mini. This issue ONLY appeared after the 1.12.0 update and we were able to play without issue for months before. I have tried everything, including reinstalling the game on both devices, starting new worlds, disabling my firewall, signing in and out of xbox live, etc. Nothing has changed the outcome: another 10-ish seconds of loading and then the "cannot connect to world" error message. No need for proof, my pure rage is proof enough mojang.