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• There was an error that makes me unable to join a game in Steam version of Titan Quest Anniversary Edition.
• The fix is to actually to fully shutdown Windows 10 (full shutdown the operating system).
• Windows 10 is designed to be not fully shutdown (to make it able to be booted fast). This hinders some programs to be fully stopped.
• Here is the command for Windows 10 to be able fully shutdown.

shutdown /s /f /t 0