I found out why I wasn’t able to find sessions on LAN from the HoloLens. There is nothing wrong with the HL2Collab example - and the BP from @jas.singh99 , my work account (because of some security policies set by my employer) was blocking the network traffic. That explains why if I created a session on the HoloLens, I was able to join from my PC.
Switch to a local account and it does work like a charm!
Hope this helps.
UPDATE: my answer does not solve your issue though. I can’t find sessions too, but I can connect to the listening server on my PC from the Hololens. I have used the following BP to join the session: