When I was invited to the server by another user, I tried to connect to the server, but it keeps failing.
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It's Xbox social.
Not a Dedicated server.

Xbox multiplayer i mean

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We're tracking this issue in MCPE-36190, so this ticket is being resolved and linked as a duplicate.
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It seems to be NAT issue
Is this only happening on a Dedicated Server, Featured Server, realms or multiplayer? What exact message(s) do you get?
This ticket will automatically reopen when you reply.