Checkout whether this is a steam problem or hoi4 problem. Can you play other steam games online?
If yes, try these:
- When at the hoi4 launch menu, try clicking clear user directory. Scroll down the launcher. Next to BACKUP AND CLEAR GAME CACHE click CLEAR USER DIRECTORY.
- If that doesn't work, go to Users/Your Username/My Documents/Paradox Interactive/Hearts of Iron IV. Then delete EVERYTHING inside the hoi4 file. WARNING: This will also delete your savegames.
- If that doesn't work, right-click on hoi4 on steam, go properties, go BETAS, make sure BETAS is set on NONE. Then go to LOCAL FILES, and click the 4th button VERIFY INTEGRITY OF GAME FILES. Go to UPDATES and check YES on ENABLE STEAM CLOUD SYNCRONIZATION. This should make sure your game is at the most recent version.
- If that doesn't work, check your game's version and the version of the online server you try to join. They should both be the same version. For the record, the most recent hoi4 version right now is Collie 1.10.1 (dd56) pay close attention to that (dd56), both your game and the server you try to join should also be (dd56).
If none of these works, then the problem is not having a different version from the rest of the community.