I allways had the problam with that Lobyserver-Error till I found a solution! It works fine for me now.

First you have to set Internet Zone Security to Med.!!!
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Now u can recieve Loby Server list(I can)

But now u'll get those messenger service pop-ups
U can deactivate them like this:

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(only in German)


I hope it works for u guys. It does for me.