News and updates for you guys, this method works just fine for me but instead of configuring the firewall rule manually, I use an old gta program made for this thing. My in game setup before activating the rule is this(taken from a steam guide): That ABOVE WORKS TO but I prefer to be sure because if you do something wrong you get kicked for "connection error" 
Use this program that does the firewall trick for you and works 100% https://www.mpgh.net/forum/showthread.php?t=1263933
EDIT: Also after 5 minutes of playing with that rule you can disable it using the program, you won't join any session anymore, the game won't try to find you new people anymore if it can't in about 2-5 minutes or something like that(tested), I played today for 3 hours after I emptied my lobby and no one joined after I deleted the firewall rule. This will always works because this awesome little thing made by Jopa also blocks all the IP except for your whitelist so it does not matter if they change the ports to avoid this, us getting in solo sessions. Sorry for my bad english I hope you got it on how to do this. I can post a video tutorial if anyone wants.
1. Start Red Dead Redemption 2. If you have trouble with this step, you should be either looking at a tech support forum or not be playing this game in the first place.
2. Enter a random PvP lobby.
3. Exit the lobby and you will automatically enter free roam.
4. Hit L (L is the default player menu button, if you changed it, just hit whatever you changed it to; for controllers I believe it is the "options" button).
5. Go to the bottom and find "Online Options"
6. Find "Change Appearance" in Online Options and load into the Change Appearance screen.
7. Enable the outbound rule you set up earlier. (in our case with "GTA V Solo Public Session", not with firewall manually) https://www.mpgh.net/forum/showthread.php?t=1263933
8. Leave "change appearance" and you will be in a solo lobby.
2. Enter a random PvP lobby.
3. Exit the lobby and you will automatically enter free roam.
4. Hit L (L is the default player menu button, if you changed it, just hit whatever you changed it to; for controllers I believe it is the "options" button).
5. Go to the bottom and find "Online Options"
6. Find "Change Appearance" in Online Options and load into the Change Appearance screen.
7. Enable the outbound rule you set up earlier. (in our case with "GTA V Solo Public Session", not with firewall manually) https://www.mpgh.net/forum/showthread.php?t=1263933
8. Leave "change appearance" and you will be in a solo lobby.
EDIT: Also after 5 minutes of playing with that rule you can disable it using the program, you won't join any session anymore, the game won't try to find you new people anymore if it can't in about 2-5 minutes or something like that(tested), I played today for 3 hours after I emptied my lobby and no one joined after I deleted the firewall rule. This will always works because this awesome little thing made by Jopa also blocks all the IP except for your whitelist so it does not matter if they change the ports to avoid this, us getting in solo sessions. Sorry for my bad english I hope you got it on how to do this. I can post a video tutorial if anyone wants.
