Literally the exact same problem. Girlfriend and I are in the same room. Her's is wireless mine is wired. We were able to join someone else's party individually from the gate and shop areas, but not together.
@GM-Rappie So my girlfriend and I just figured out our problem. She had me muted on Xbox live because we are in the same room. Once she un-muted me we were able to join the same party. It looks at muted as blacklisted. She tried to send me a private message and said I was blacklisted.
This has to be it. There was three of us in the same house, same room. So we muted out mics. We couldn't be on a party together. No matter what. Wish I would've looked at the forums lol but I figure this input might help.