Same "Connection Issue" message for me after baking a slice. Neither restarting game, nor restarting Windows fixes it. Can't even open the cake feature -- just get that message. Doesn't seem a "connection" problem as other parts of the game work. In my case, there is no Chat message about the slice I baked.
Two further observations: (1) graphics also freeze after a "bake a slice" loss, and more importantly, (2) it has something to do with cursor movement. After a loss, the graphics don't freeze until you move the cursor, and they won't resume if you keep it moving. So, as a workaround, I go click where I need to, then let go…
Same here for two days. Game graphics freeze at end of game, including ending by ESC. Cursor still moves, and if I wait 10-20 seconds the graphics resumes and I can click the "are you sure", but it freezes for another 10-20 seconds. It doesn't freeze at other stages.