You can host from your game machine but you still need to open ports and allow through firewall.
the router needs to know what to do with the incoming info (your friend) and where to send it. otherwise it is rejected and there is a connection timeout.
i dont think that its supposed to go into ACM when MRM is selected as its selecting the longest ranged missile on board. Just my interpretation of the manual,
open/forward the appropriate port on the router and make sure you have the ip configured also.
add an exception in the firewall as well
guide.... https://forums.eagle.ru/showthread.php?t=127230