@ghost-of-rhyza As mentioned above, if you press WIN+G there should be a 'Social' bar (mine is on the right and I think is the default position), there is a bell icon that contains all notifications and invites.

If it is a recent invite, there should also be a box below that saying '[gamertag] sent you an Invite to Play Sea of Thieves' with a ✔ and a ❌, if you double click the ✔ it should accept and ask if you want to join the game.

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Try the game bar, it's the only way I can get invites for some reason, I wish they could get their apps working properly.