Relayed and direct tunnel error

Hi
I'm trying to create a minecraft server with friends. We all have relayed tunnels with each other except only 1 user.  We all have direct tunnel with him but relayed tunnel with other users, if you know what I mean. 

When our friend hosts a server and has direct tunnel to everyone, we all can play on his server with no problems.

If we try to host server from other users computer, only user with direct tunnel can connect and others can't (others with relayed tunnel).

I don't belive we have issues with port forwarding. Is there any problem we might have and how can we fix it so we'd all have direct tunnel with each other?

PS: If I diagnose my friend who has relayed tunnel it says everything is fine. And if I diagnose my friend with direct tunnel I get error message: Traffic test: Inbound traffic blocked, check firewall settingsThis shows that we have direct tunnel with one user but relayed tunnel with others

Diagnose test with user with direct tunnel

Diagnose test with user with relayed tunnel