Is there any way to get connection endpoint from lobby players without using relay?

If you want to get the IP there are a few different ways to do so, but they’re very dependent on your scenario.

If you just want to enable users on the same WiFi network to connect to each other, you can (usually) just use network APIs to get the local IP. See this forum post for a few examples: Get the device IP address from Unity - Questions & Answers - Unity Discussions

If you want to enable users to connect over the internet, you usually need the external IP address. Often cases this is not enough though because depending on how they’re connected to the internet there may be a bunch of additional configuration necessary to make sure that you can even connect to them using their external IP. There’s some discussion about that here: get public IP address