Larian Studios Forums Divinity - Original Sin Divinity - Original Sin - General Multiplayer: Connection failed / Connection Lost

I'm fairly sure that a coop game is hosted by the player that created the game, steam doesn't factor in. However, you can completely close out steam and start the game from it's directory

\Steam\steamapps\common\Divinity - Original Sin\Shipping\EoCApp.exe

If you go this route, you'll need the host player's ip address to do a direct connection.