You don't need the three-party handshake. A sends packet to B, which gets dropped by B's stateful firewall. B sends packet to A, which gets interpreted as resp

You don't need the three-party handshake. A sends packet to B, which gets dropped by B's stateful firewall. B sends packet to A, which gets interpreted as response and accepted. A sends packet to B, which gets interpreted as response and accepted. The third party is only necessary for telling B about the outgoing port chosen by A's NAT. With IPv6 where there's a stateful firewall but no NAT, a direct connection on a well-known port is possible. Although in practice, you still need some third party to exchange each other's IP addresses.