I found also that adding it to your favorites from the Steam server browser WILL add it to the Favorites filter on the in-game browser. Connecting sometimes doesn't work, but what does work 100% for me so far, is having the game closed, and joining from the Steam Server Browser and having that launch the game.
I tried the Launch button... but it wasn't working for me. My solution was opening up the console with ~ and typing "open [insert IP here]". Was able to make a character, but loading the world is taking forever @_@.
Hey everyone! My server says it's Started and Ready, does it just take time to populate on the in-game server browser?
Or is there an easier way of direct connecting to it?