Crossplay has been enabled since March, but you might need to look into your configuration:
Also all of you need to run the same game version. And if some have more expansions that the other(s), then they need to disable them using the launch options /nogdx2 (for FG) and /nogdx1 (for AoM and FG) - this won’t downgrade chars from FG to AoM respectively from AoM to base game, so these players need dedicated MP chars.