Working: Connect to WebDAV server via Finder
Hoping this helps someone; had to start a new question because the relevant one 'hasn't had replies in a while."
In post https://discussions.apple.com/thread/8330711 user @muximus details problems connecting to a Synology server with Finder via WebDAV. I found said post while trying to connect to a WebDAV server of my own. I was having the same symptoms.
What worked for me: connecting using the format https://USERNAME@webdav-address.com. This yielded a password prompt and, upon my entering the proper password, a Finder window connected to the server.
Connecting without the username plus "at" sign in the URL yielded the same symptoms that Muximus was describing.
MacBook Pro Retina