For some reason the game only checks for players at the same server even if you've turned on cross-region multiplayer. It might also ignore the in-game "cross region" setting so that you can't co-op between different zones in the game. You gotta trick it that you're in the same region as the player you want to co-op with using Steam settings, so that you will use the same server for multiplayer matchmaking. Also you need to be in the same area in-game to be summoned by each other.

When testing this, I just changed my region settings to match my co-op buddy. The important thing should be that your region settings match, so it's easiest if one player changes settings to be identical to the other's.

I have no idea which of these steps are and aren't necessary, I just did all of this and then it worked, so please come with feedback on what you've tried. (Comments boost my ratings and visibility so feel free to just post funny cat pictures if you want to)

• Click on "Steam" in the top-left corner of the Steam interface
  
• Click "Settings"
  
• Go to the "Downloads" tab
  
• Change your download server to the same one your partner is using. E.g. if your partner is in New York, change it to "US (New York)". Ask them to check this setting so you can use the exact same server as they use, even if you can spot their location in the list.
  
• Steam asks you to restart to apply changes. Press "Cancel", because it will reset each time you restart Steam. The region WILL be changed for the rest of this session, don't worry.

I tried messing around with ways to change this permanently before I realized the changes apply even if you don't restart, and they're more trouble than they're worth. Don't do what I did and accidentally erase your payment information or other account details.

• Open the pause menu
  
• Select the gear icon
  
• Go to "network settings"
  
• Set your cross-region preference to "any region" and set the "region you're in" setting to whatever the co-op partner is using, not your actual region.
  
• Set up the co-op password you want to use and make sure password matchmaking is turned on.

• Allied player: ask the host player where they are and go there. Just in case, try to go to the exact mistle they are at.
  
• Host player: open the menu, go to the "multiplayer" menu, and choose "send a distress call"
  
• Allied player: open the menu, go to the "multiplayer" menu, and choose "search for distress call"

• If everything turned out all right, you should now be able to play together
  
• If it still doesn't work, I have no idea what to do. Leave a negative review and contact Steam support, I guess.

Hosts cannot send out distress calls unless there's a boss alive in the area they are in. Some areas cannot be played in multiplayer. In both these cases, "send out a distress call" will be grayed out in the multiplayer menu.