A friend and I tried playing a multiplayer game of stellaris, everything worked well, but the next time when we tried to load our last save file and had to pick our empire they didn't show up.
We tried it again with new games, once I was hosting and once he was the host, sometimes one could pick them but not the other, sometimes we I only had 3 of the empires to choose from (we had 10 in our game). So we basically already tried different methods.
A little bit more about our games: only one of us has a couple Dlcs, the other person has none and when we started the game we both picked random for our empire.
We tried it again with new games, once I was hosting and once he was the host, sometimes one could pick them but not the other, sometimes we I only had 3 of the empires to choose from (we had 10 in our game). So we basically already tried different methods.
A little bit more about our games: only one of us has a couple Dlcs, the other person has none and when we started the game we both picked random for our empire.