GMTogether

is a mod, plugin? It's a something that allows you to play GameMaker games online! Currently in beta but it's FREE to use (if you can port forward / some alternative with the same effect) or alternatively pay $3 for a Steam version with Steam matchmaking. Maze Madness works brilliantly with it (as of my testing so far) and is currently the only officially supported way to play online!

Instructions are on the itch page linked above, please give it a try if you're interested!