Thanks to Andrei we know that friends are a big matter in making MW2019 and Vanguard working on Steam,
I`ve found that the amount of friends is critical to make the game work.
For me, MW2019 only worked with 0 friends,
even with 1 friend or above I had crash on connection screen.
I have found that even with 0 friends Vanguard didnt work. none of the suggested commands or fixes and even safe mode did not help when we already know the issue is on the other side.
I started to unblock friends while keep checking if the game is coming to life, with 0 friends it didnt work, not with 5 friends aswell.
with 50 friends I still had the 0XC0000005 Crash, but with 106 friends suddenly everything is working.

You have to mess with your friends number until you find the right number and then it will work for you

Pro Tip: not sure if your game crash because of connection to the server? go offline and see if anything happens, if you are few mins in and nothing happens - your computer isnt the issue.

Hope this helps.

Thanks to Andrei for pointing out that friends are a big matter in make those two games working.