Na, it’s pretty easy to set up as long as you manage the Multihome setup (and set up ports on your router, usual stuff). I run the dev kit, a server, and a Conan Exiles at the same time (from the same computer) all the time for mod testing.
I already replied to the OP on steam, but here is the app for download. The thread has all the info you would need to set it up.