I bought the game and it did not start :(
After some reading and a couple of try and errors, and probably som gray hair.
I found the solution for me.

The exe file for steam, Ubisoft Connect and Anno 1800 needs to be in compatibility mode
Run this program as an administrator

So basically I changed that and it started up adding Anno 1800 to my Ubisoft Connect account thru steam.

1. Find your steam install
Right click your steam shortcut and choose "Open file location"
(If u can't find your steam shortcut, press start button and start typing steam, now Right click...
But now u need to Right click... again on the shortcut u found).

2. So now u should have found the exe file, right click your steam.exe shortcut and choose
"Properties" press Compatibility tab and tick "Run this program as an administrator" and finally
press OK

3. Ok do the same to UbisoftConnect.exe in Ubisoft Connect
I did it to UbisoftGameLauncher.exe and UbisoftGameLauncher64.exe as well. Don't know if u
need to but im on the safe side :)

4. And finally to Anno 1800
Here u can right click the game direct in steam library and goto game files. Then double click
"Bin" folder "Win64" folder and finally "Anno1800.exe"

5. Ok now all the above exe files should got "Run this program as an administrator" ticked.

6. Restart Steam, Now steam is gonna complain about the start but continue to start steam anyway.

7. Restart Ubisoft Connect and Run game from steam and let it activate to Ubisoft Connect

8. If all worked game should be running now. But before next time u run steam, please untick
"Run this program as an administrator"

Hope all went well
Freddy out

P.S.
Tested on different PC and I Only needed steam.exe and UbisoftConnect.exe to be ticked Run this program as an administrator.