We are trying to play the base game of Grim Dawn (v.1.2.1.2.) via Internet multiplayer. We have 4 copies of the GoG verison. Any 2 people can join a 3rd person, but the last one joining gets an infinite loading screen. The last person knows the attempt at connecting failed when they cannot cancel the joining process and hear ambient music. The only way to get out of that screen is by Alt+F4/ killing the task.

I don't multiplay so all I can suggest is try what's in here and see if anything helps.

https://forums.crateentertainment.com/t/grim-dawn-common-issues-and-solutions/81943/3