Same issue here.
Switch/Windows 10 show other player online/world started – but connecting to it leads to 'could not connect to the world'
It looks like it is related with load on Nintendo Network (connections hardly work on weekend/same time period)
(as it takes ages to connect to microsoft account)
After I wrote comment – I tried something different ..
I changed on Windows 10 to different (or same ? – to be checked) WLAN than switch connection — and it worked almost instantely.
Maybe the issue is related to Nintendos stupid policy to play only with switch in local LANs