First of, in case the developers actually read this I would like to say that you guys should really cache the server list. In 2021 it's a bit ridiculous to have to wait 5-10min for a server list to populate. You should have it be cached and invalidate bad entries at time of connection. This would make loading the server list pretty much instant.

Next, I tried to use the steam://connect/<IP/DNS>:2456/<password>.
I tried with IPs, DNS names and ports 2456-2458. Nothing works.
With 2456 I get server not responding, 2457 actually launches the game but gets the "Failure to Connect" error and 2458 gives server not responding.
This baffles me. How can we even connect through the game if the steam browser protocol can't?

Please look into this. Could save us all some time connecting to our favourite servers. Especially since the "Join IP" button doesn't support DNS.