If nothing seems to happen after you click Subscribe, refresh the page. It should then say "Subscription Pending". All you have to do at that point is wait a bit and it will eventually get added to your subs. The lemmy.ml server is being hammered by new users and it's constantly slowing to a crawl or sporadically going down. Beehaw occasionally has the Subscription Pending issue, too.
When servers de-federate, it just means that users on each respective instance will not be able to connect to the other instance. If you'd like to follow that community, you'll be able to either by making an account on that instance, or by making one on a separate instance and subscribing to both Beehaw and lemmy.world content(assuming that third instance is federated with both).