Since update to v36.10 this was happening to my second account that I am using for testing multiplayer functions when I had it set to different language than English for testing UI layout with automatic translations. It was only connecting into the UEFN Session and then crashed every time when I was trying to connect into a session that was started with my primary account (both accounts were at the same party). So I just changed the language to English even in my second account and it worked right away, both accounts are now in the same UEFN Session.
So if your language is set to something different than English, I recommend to change it for now, because I experienced other issues with different language in the past (there are already threads about it), so it is not surprising that it could be causing issues also in this case.