I agree with you. It is weird also, I tried to set factory reset a lot of times but no results...
Reminder: Gears 4 works well when I play with other players on world, like horde or pvp, I can chat with them.
My situation is the following with 2 points where there are the problems, in my apartment there are two consoles X1 S, we have the router with DSL for internet and one cable is forwarded to Netduma R1 with two cable LAN to 2 consoles.
When me and my brother start to play Co-Op Campaign, doesn't works. My brother is always kicked with error when I am host (same situation if my brother is host). But when we play horde or pvp is okay.... Active Text on screen doesn't works in any situation: co-op campaign, horde, pvp...
When we switched two cable LAN from Netduma to normal router base, it works all... WEIRD!
About your answer, we don't use VPN. If you need more details or pictures then let me know, I wanna solve it....