Hello David & Nigel, thanks for your advices.
I'm running with Mac OS 10.14.5 on console and 10.11.6 on server: they were updated time ago, before this problem happened, therefore I doubt they can cause any problem.
@Nigel:
1. OK the server is running (on the server Mac, as I'm running the console from a client machine).
2. OK Engine's port is open
3. OK Ping works, the console can reach the server. Port 22024 is open on console Mac.
I restarted the Retro Engine, but the console on the client machine still doesn't connect neither add anew the server.
I'm going to double check the password for the Retro server.
I'll try to access server from another machine to test if the problem is machine-related or not.