Stateful firewalls let UDP traffic out. And they generally let "replies" come back from the destination IP & port to the source IP and port on the host. That me

Stateful firewalls let UDP traffic out. And they generally let "replies" come back from the destination IP & port to the source IP and port on the host. That means that you just need a central server to coordinate the session ID and the IP & port of each side. Then the two peers can send each other data directly and the firewall will let it through because it's a "reply" to the data that was sent.