A few months ago I downloaded WC3/TFT because I got an ichin' to play some custom games, that's when the issue started.
I attempted to join a custom game, nothing fishy, there's a slight delay, and I get put back on the main Multiplayer menu.
Again, and again I tried, to no avail.
I then tried going on WC3 and not TFT to see if I had the same issue, and no, I can freely join any custom game on the base game without any trouble.
Angry at that point, I uninstalled everything.
Well, playing SotIS on SC2 got me wanting to play DoTA again, so go on Battle.net, download WC3 and TFT, and to my unfortunate surprise I still have the issue.
TLDR: When I attempt to join custom games on TFT I am kicked back to the multiplayer menu with no warning or error.