'The node is not in a connected state' error when trying to execute OP_RETURN transaction with NBitcoin
I think the problem is that there is only OP_RETURN, I remember seeing in the Bitcoin code that only OP_RETURN without anything else is forbidden.

Except that, your code looks like what is in my book
https://blockchainprogramming.azurewebsites.net/ so I'm almost sure it is the problem.

EDIT : You are crashing during Handshake, can you check Node.DisconnectReason ?