Main realm: Ulduar-EU (This server is connected with Gilneas-EU)
Connect realm: Gilneas-EU (works here) http://i.imgur.com/VgdpC6c.jpg
Aegwynn-EU (no relation to Ulduar-EU or Gilneas-EU) http://i.imgur.com/ogIA9Gw.jpg
Blackrock-EU (Horde, no relation to relams above) http://i.imgur.com/4cEprRY.jpg

Suggestion: add all realms (maybe option if people don't want this?), show them as XR-Realm, and use CR-Realm for connected realms.

This worked, I've interpreted the option wrong. I thought "Battle.Net account characters" would count different actual instances of WoW of the Battle.net Account (WoW1, WoW2, etc...). (hence the "not recommended" warning.)

Thanks for the assistance.

Make sure you have same faction enabled. It will not show information for cross factions unless the option is enabled. There is also an option to enabled Battle.Net account. Which will show all servers.

Let me know if this solves your issue.