I see 2 possible solutions that is way better than playing in coop, one of them cost money though, but generally they offer more stability in connection and gets rid of the annoying leash between host and guest(s)
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Pay for a private server through dedicated server host which in my opinion is the best option since it doesn’t require host to be online for other members to play.
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Running a dedicated server from your own pc, it does require a bit of setup, but isn’t hard to do, it works like any other server but only as long the host is running the server, it is sort of like coop gameplay just without the leash between host and coop players.
Conan Exiles Dedicated Server Launcher (Official Version: 1.7.2 / Beta: ----)