You can set up a lobby type with no server by leaving the server dropdown unselected in the lobby type configuration.
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In this setup, the lobby will disband after sending the STARTING event once it's full. At that point, you can use
the OnLobbyEvent callback and connect your players to Photon Cloud when the DISBANDED event is received.
Lobbies in brainCloud are flexible, they can be used to gather players before transitioning into hosted servers or async offline matches, and more.