The Steam version can also do multiplayer through friend invites, or Direct Connection / LAN.
Try starting the game through Steam, switch to windowed mode and lower the game resolution (and maybe mute the sound volume), start a multiplayer game, hit Esc, open the Connectivity Menu, optionally disable online multiplayer and make sure LAN Connections is enabled (or that can be done in the options before starting a new game).
Next, start the game again from the '..\SteamApps\common\Divinity Original Sin 2\bin\EoCApp.exe' program file, select Join Online Game in the Campaign section, switch to the LAN tab, rather than Online, and try joining.