In the second place, Gloomhaven does not require an external server. One player hosts the game (using the same executable used to play it), and other players connect to it. The control is exactly what I described: if you launch the game in an unapproved manner, the button that takes you to the "start or join a multiplayer game" interface is disabled. The functionality still works fine.

Note also that this is a board game, so there is no single-player gameplay. If you need to play without other people, you can control multiple players.