Shooter Game | LAN Multiplayer no Session found


I had problems with the Onlinesubsysten, I could create Sessions but another instance of the standalone game on the same machine could not find it.
I have downloaded the Shooter Game example to test it again. Over the Menu -> Host I create a FFA session. Then I try to join over LAN, with another instance of the standanlone Game on the same machine.
Unfortunately, it is still not possible to find a session.

How can I find the problem here? Thank you.

Can someone confirm, that the Shooter Game example session based Multiplayer should work out of the box, so that I can focus on searching the problem somewhere else?
Thank you.