Yes i tried.
When server is reloading and host character is logged, one of us is pressing "A" button on a gamepad and in singleplayer you are choosing from one of 3 created characters and you good to go, but in multiplayer after all before mentioned steps there are only one character that you can choose. Two remaining characters are disappear from the list of characters that you can choose.
It is looks like they are not saving correctly.
We are currently playing without mods.
Again, thank you.