Hello ashleylleo!
Have you checked if you are also playing on the same level?¿ If you have selected a different level than the other player, even if you put the codes correctly, the game won't connect properly. Also keep in mind that maps are swapped! (just in case) So you have your partner's map and viceversa.
When it asks if the coordinates are correct, these values have to match, if they do then the connection should work.
Another thing that could be happening (but unlikely?) is if you are playing on different versions of the game, you can check the version on the menu in one of the bottom corners.
If it still does not work can you send me the codes & level you have tried and I will try to replicate it. Hopefully we can make them work!