Okay I can confirm that they are working in the SteamProject above, even if compiled as shipping and using my own AppID. Will dig in deeper as it must be something on my end.
Thank you Sean for this test project. It helped me to find an issue in one minute and solution in my case was so easy, that it’s a bit embarrassing to admit. 
I needed to set Public Connections in Create Session node to something more than 0. Seriously, I have no idea why it changed back to 0 with engine version transition. Thanks again!
I’m having the same problem on 4.18. Am I alone? Neither nullproject nor steamproject succeed finding a session. Nullproject multiplayer works on the same PC. I’m with two steam accounts on two PCs on the same LAN. The steam overlay works. Find sessions always returns an empty array. Looking at the logs, there are maps listed but none match what (I guess) steam is expecting.
I trying on Multiplayer shootout project on 4.18, and this issue is still exist (Using Lan connection).
Am I the only person worried about this? Seems like a critical issue to me…