There are other versions here Having problems with LW in OS 9 ? See here ... to try out just in case.

However, I tried 4.0.2 & 4.0.7 & neither connected. I replaced the gnutella.net file & 4.0.10 the last OS 9 version connected quickly after I used the Connect command from File menu.

I was unable to download the gnutella.net file from OS 9, my browsers were not liked by those sites. If you like, I could host that gnutella.net file I used though it will either be identical or almost the same as the one I originally downloaded.