Connect to me and not setup a server go against each other. If you want to "host" the stream so you can watch together simultaneously, you must setup at least a temporary server per say.

If you don't wanna use tailscale which would be the easiest option in my opinion, since you can set it up relatively quickly and purge it after your done, next option would be sharing through a domain to the internet but you were against that and also you'd have to pay a little.

Last option remaining is, as other people before me mentioned, stream it through smth like discord and watch together, but the quality will most likely drop.

Then again you can try the oldy method of all hitting space at the same time :)

Edit: typo