i had the same issue, it didnt work even with all AV and FWs disabled, even on the router.
Until I noticed the red LED on my PS3 eyetoy webcam was on (meaning its capturing) for no apparent reason. Unplugged / plugged it back in, light disappear, and then no issue to run multiplayer.
Weird bug!
Edit: spoke too fast, it has come back.
'cant connect to Master' error when trying to do multiplayer, i got all FW and AV down