Type steam://flushconfig in your web browser’s URL and “Ok” through everything. Log back into Steam, and try playing Unturned then.
If you have multiple installation folders for games doing this process will remove them. You will need to add the folders again in Steam so that your games will appear as installed.
Making sure your network is optimized for Steam may also help: https://support.steampowered.com/kb_article.php?ref=1456-EUDN-2493. You could also try opening more ports.