They use Playfab backend for crossplay.
https://playfab.com/
I don't even think Valheim is coming to epic games. Why would it use a connection server for a platform it's not even on?

Its on Steam and Microsoft & by association Xbox.

There was already an answered question about how Xbox users will run dedicated servers.

The short answer is xbox users can't.
They have to use a pc to host the server either themselves(or friends) or rent a server. They will however still be able to host their own games for multiplayer that are session based, just like pc users do when not using dedicated servers.

https://www.valheimgame.com/news/patch-0-211-7-crossplay/