The stun protocoll is btokering a direct p2p-connection between devices, when it's possible in case of network.
When a direct connection is not possible (both devices are behind differen natted networks/firewalls), turn is needed (turns with ssl) and the audio/video datastream runs through the turn-server.
Are your devices in the same LAN/WLAN? Or in different?
Is one at home, the other in office-network?
If they are in different networks, (it belongs to the clients, not the server!) a stun server is needed outside the network in the free, for both reachable internet!
So both can see and reach the stun/turn server.
I think, your coturn is not not good reachable from outside in your setup, that's why turn.matrix.org works, and yours not.
Coturn can work as turn and stun at the same time.
Maybe the standardports 5439 and 3478 (each also +1) or the highports are blocked by your firewall.
So you can try to let them listen on port 443 (turns) and 80 (stun) from outside. Most firewalls won't block those ports...
Or describe please, how exactly do you use your matrix? Where is your homeserver, in which networks are your clients? Do you use vpn?
This is hardcore network-stuff snd not directly related to matrix.