I think the problems I have with connecting come from Gamespy because sometimes I can't connect to GodSpire through the Action tab so I have to wait for it to try and connect and get the failure or I'll cancel the connection then immediately open the History tab and it shows up there and I can connect. I think there's some delay with GodSpire being updated on the Gamespy list.
Staying connected to GodSpire is probably an issue with your router or firewall.
And not having problems connecting to LM would also lead to think that it's Gamespy.