This error, when it takes place, is quite a strange ordeal. Here are some of the causes attributed to, when you face this error: • Your server is down: In some circumstances, it may so happen, that ...

Errors such as “Lost connection to host/server” are common in Warzone 2 and indicate that the game was unable to connect to the servers. Having a bad internet connection, temporary glitch ...

If you're running into the "Failed to Establish Connection" error in Helldivers 2, here's a guide on how to fix it.