No sound in the Xbox party?

I play on a PC and my buddy on an Xbox one. When we start a party we can't hear each other. The microphone is switched on and also activated in the console companion.

In addition, I'm not shown as a friend with him, but he is with me.

What could that be?

I think that is related to the NAT type. It has to be open. To the community, please correct me if I'm wrong.😉