I also cannot do this. It used to work, and has now stopped. I have tried a mind shattering number of permutations on my router configuration. I have bought new routers. I have rebooted so many times the power button is starting to wear out.
I bought a second console SPECIFICALLY to play destiny with my daughter, and she is really upset that we can't play together any more.
For the love of god please make this a top priority. Other games are working, fire teams outside of my lan are working. This is a destiny issue unresolvable by any changes to network settings.
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Unfortunately we're in the minority as those who play on the the same network...