We tried everything, but nothing worked.

Disable all firewalls (if you have installed any – exception rules don't work, you need to disable them!), including the Windows firewall (this is a service).
The same applies to antivirus software.
Try connecting through a third player – this is the last resort if nothing else helps.
Try using an alternative internet connection (you need 5 minutes for testing).
Firewalls can also be present in routers and DSL modems!
And try to reinstall the game strictly according to the instructions (see useful links).