One reliable way that I’ve found to launch Conan Exiles and connect it to a specific server was to make sure the [SavedServers] section of the Game.ini has the following entries:
LastConnected=1.2.3.4:5678
LastPassword=YourServerPassword
(where 1.2.3.4:5678 is your server IP and port)
If your server has no password, just leave LastPassword empty:
LastPassword=
The SavedCoopData section should have StartedListenServerSession set to False.
With the Game.ini configured like that, you launch either ConanSandbox.exe or ConanSandbox_BE.exe (depending on whether you want BattlEye or not) with the -continuesession command line argument.
That’s what I do in BUGLE and it works.