Hi.
Using direct connect seems to be not having this issue. Server address need to be specified in “IP:port” format.
To get server’s IP and port, add it to favorites, try to connect to it, then open file
\Steam\steamapps\common\Conan Exiles\ConanSandbox\Saved\Config\WindowsNoEditor\Game.ini and search for “[FavoriteServers]” section. There you will find what you need. (If not, try to close the game and then check the file).