I got a message back from support on my ticket – all positive, specially when he signed off “Hail the Emperor”
Its definately worth logging and posting your logs!
Such problems are usually encountered when one of the connected clients is unable to use UPnP to open a port on their NAT. The game is then forced to fall back onto a backup system. This system is unfortunately not 100% reliable and will cause this behaviour.
Additionally, there seems to be a bug in the latest release that prevents clients connected through the same router to communicate with each other. This should be resolved shortly.