I’m not sure what’s going on. Some people here mentioned that unplugging a USB drive they had connected fixed the issue for them, but I didn’t have any drive plugged in. So I figured—what if I tried the opposite? I plugged in a USB drive, and for some reason, it just worked.
It only works with the drive connected, though. After I got the firewall prompt and allowed it, I could get into the game. But when I restarted the game without the drive, I got the “connection failed” message again. Then I plugged the drive back in, hit “retry,” and it let me in.
I honestly have no idea why this works, but it’s definitely weird.
