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So after Testing i have concluded that when one player has the GoG Edition and 3 Other players have the Steam version you cannot play together as 4 people.

No Matter who is host, no mater who joins first... as long as there is 1 GoG version the 4th player cannot join the session.

And it seems i'm not the only one with this issue:
Did you do everything suggested here?

If so then report it as a bug here
This game has had severe multiplayer issues for years. It's otherwise a fantastically reliable game, but they clearly don't care about our bug reports at this point down the road. I've seen network engineers go through the guide and provide detailed reports and no one ever followed up for logs or anything that amounted to anything. The issues with the GoG version and MP are compounded by the fact that the lobby filters are reset after every connection attempt.