I think Larian support has too much work this pre release days to be able to resolve my issues with direct connect.

And from recent Larian`s email it is clear that they have focused on steam version
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Please be aware that the Steam version is the version that currently has the best support for multiplayer, and is also the version that will be updated the quickest.


So, I guess, Steam version is the way to go.

As for non steam multiplayer, at least Tunngle LAN connect is working without any problems. Download Tunngle -> register (free) - > log in -> join Divinity OS lobby -> LAN connect in-game. Thats all.