Hi guys,
We are monitoring the connectivity issues and there are two known issues right now.
First, the Steam invite feature might not work if your UDP port 25002 is publicly visible/mapped.
Second, in certain circumstances, the number of players is incorrectly reported in the server browser, thus leading to a connection failure.
Please assert that these issues do not apply to your case. Both will be fixed in a future (soonish) patch.
Also, please head over to forum.paradoxplaza.com and post a copy of your output_log.txt file, present in your game data folder along with some info of the game like: Server or Client? OS? . It will further help us debug the problem.
Cheers,
Poindexter