I get a timeout when entering a game via the aLobby in Settlers 3 - why?

Possible reasons for this are:

• The game is already full.
  • In that case, this error is normal.
  • Solution: choose another open game.
• You are trying to enter a game without an active VPN connection that has been opened only to players with VPN.
  • Solution: Launch your VPN connection.
• You try to enter a game without an active VPN, which was also opened without VPN.
  • Solution: See Port List and follow the instructions there for router and firewall.
• You try to join a VPN-hosted game.
  • Solution: Which ports do I have to unlock on my firewall to play?.