Is it possible to prepare something like a command file that will start let's say Arizona or Elven, or Raw data in multiplayer and join a server? Obviously would be so much better than navigating menus on all stations to join the game.
Depends on the game! The game needs to support Launch Arguments for Multiplayer features to be able to be able to handle something like this. I don't believe Arizona Sunshine, Elven Assassin, or Raw Data support this though.
