They may not have gotten a notification, but do they see an invite in the Activity app?
Do they have their own Apple IDs on each of their iPhone and Apple Watches? Are they logged into those Apple IDs on those devices? Are you sending the invitation to those Apple IDs (either email or phone number) and not accidentally to one of their email address or phone numbers that isn’t associated with their personal Apple ID?
Powering-off the iPhone XS and powering back on fixed it. My older daughter’s invitation to me came through, and my new invitation for my wife also went through.