Basically, my friend has the game on Steam and I have it here on GOG. Despite the many things and configurations that we have tried, we are still not able to connect to each other's lobby. Every time we try the direct connection, the game gives us the "Connection error" message.

Does anyone know how to solve this or has a workaround?

Thanks

I'm playing with two friends, me and one of them on GOG, the other one on Steam, and we didn't encounter such problems as you did. We are using the server ID connection method. How exactly do you try to connect? Please describe every step in detail.

You also could try the tipps in this thread on the GOG forums.