I am also having this issue on Xbox One when trying to play Odyssey Builder, a world that I have purchased. It has worked for over a year but has recently started showing the “Unable to connect to world. Please check your connection to the internet and try again” error. I have tried reinstalling the world and Minecraft but no luck.
So far this seems to have resolved itself when I upgraded to an Xbox Series X. I haven’t tested the world for any length of time but it loads past this error at least.