I have the same issue... We have 2 Dots and 1 Echo device. the person who initiated the drop-in can say "hang up", but the person on the receiving end can not hang up with any command. I think this is a bug (certainly hope it is not a design feature..
) I would certainly like to know if anyone has an idea how to hang-up a drop-in call from the receiving end... Note - We have the latest version of the Alexa app installed, so there should not be a versioning problem.