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Step 1: Configure Teredo State (Windows 10 Pro/Enterprise)
If you are running Windows 10 Home, you will need to Enable Group Policy Editor in Windows Home first, or use Step 2 below.

Press Windows Key + R, type gpedit.msc, and press Enter to open the Local Group Policy Editor.
Navigate to: Computer Configuration > Administrative Templates > Network > TCPIP Settings > IPv6 Transition Technologies.
Locate and double-click Set Teredo State.Set it to Enabled and select Enterprise Client from the dropdown options.Click Apply and OK.

Step 2: Ensure IP Helper Starts Automatically

Press Windows Key + R, type services.msc, and press Enter.Scroll down to find the IP Helper service.
Right-click it and select Properties.Change the Startup type to Automatic.Click Apply and Start, then OK.

check Teredo state:

First thing that you need to do is check whether your router has any sort of Teredo package filter. Mine did, and I've disabled it.

Your Windows Firewall has to be activated in general.

Make sure your "IP helper" service is running under services.

Next press Windows + R and type "gpedit.msc". If you are a Windows 10 home user, you need to download a group policy editing software. I've downloaded "PolicyPlus". You will find the Teredo settings under Network -> TCP/IP Settings -> IPv6 technologies.If you have a different interface try searching for "teredo". You need to get to the Teredo policies.

Next enable Teredo-Status and set it to Enterprise client. Enable Teredo being qualified by standard. Enable ISATAP-Status and set it to activated. Most tutorials will tell you to set port to 3544 or set a server adress. You don't need to do that. In fact, if you have done any portforwarding for this issue on your router, delete it. Don't forget to apply the changes before you leave. In PolicyPlus I did it by clicking File -> Save Policies.

Now open cmd as administrator.

Type: netsh interface teredo show state (then hit the enter key)

If your teredo says it's offline and that it cannot resolve the server name, type the following:

netsh interface Teredo set state servername=default (hit enter key)

Now my server name jumped to "win1910.ipv6.microsoft.com" and it successfully connected, even though I've manually entered the server name before, which didn't work. The missing key apparently was the servername=default command.

Now type netsh interface teredo show state again, hit enter. Now your status should be qualified and your IPs should be showing. You can now play Forza Horizon 4 multiplayer.

If it still isn't working try the command: netsh interface teredo set state disabled

Then enable it again by using netsh interface teredo set state default

If that still doesn't help, try a reboot in case your policies haven't been applied yet. After the reboot check in gpedit/PolicyPlus whether your policies are set right.

I've heard that there can be differences depending on where you are from. I'm from Europe and I'm rooting that this will work for you. God bless.

edit: I'm glad it's working for you guys and I'm happy when i read your thanks. All glory goes to Jesus who showed me how to do it, and who does miracles in my life on a daily basis. amen