I don’t think steam_appid.txt is something that is handled manually by you for a dedicated server. You should be including your appid in your ProjectServer.Target.cs and your DefaultEngine.ini: Online Subsystem Steam Interface in Unreal Engine | Unreal Engine 5.3 Documentation
The error message may also indicate you might have multiple processes running on the same port as Steam, you can try changing the game server query port away from 27015 if that’s the case