Which map was played on the server when you wanted to connect?
I had this happen when I joined the server the first time when it was playing one of the winter themed maps.
What happens when you join the first time is that RenX runs some subprocesses for a shader compiler, because it needs to compile the new map i guess. You can check this in the task manager when you try to join the server.
If this is the case all you need to do is wait until the compiler has finished, which might take some minutes.
