I have an update: I restarted from scratch and now I am able to start a multiplayer match using -nosteam as an additional command line to start the Standalone Mode.
Anyways, using Steam I am not 100% able to Join Session: sometimes I get a failure.
I have a suspect that it depends on the P2P protocol that we are now using because in Italy there is a sort of NATted Service Provider and my collegue is using that to reach internet.
We will try to use uPnP or Dedicated Server in the very next future and see how it goes. Thanks for the help, as usual.