I'm having this exact issue, also doing windows --> xbox crossplay. Was trying to host on PC, have not tried hosting on Xbox yet. Issue is 100% reliable, we tried connecting at least a dozen times, checked NAT settings etc. We are on the same network. I found this thread (https://answers.microsoft.com/en-us/windows/forum/games_windows_10/minecraft-windows-10-edition-unable-to-connect-to/a6d1103a-885a-45f7-a292-7ed5e47f5379) where ColoradoMiner says he fixed the problem by using a VPN, that may indicate what the problem is
I actually don't know. After thorough googling I was unable to turn up an actual release date for 1.2.10.2.
I received my Bedrock edition download on Jan 23, 2018 at around 9:00 PM EST and I would have migrated the world soon after that. This issue was occurring yesterday (2/7/18)
THIS IS STILL BROKEN IN FEBRUARY 2018. TOTALLY UNACCEPTABLE. https://bugs.mojang.com/browse/MCPE-30862
NOT RESOLVED
Just tried hosting on Xbox and joining from Windows instead, got the same vague message.