I would check if GetAndStoreFriendsList returns everything as expected, aswel as if it retreives friends info, which I belive it does. But, at least for me, it is really hard to understand what is going on here. As I mentioned already, I had issue with Steam Sessions, so I decided to go to C++ where I rewrote all the functions to get the avatars myself.
There is also one more downside to Advanced Steam Sessions, it will tie yo to the Steam. So, if you decide to port your game to console, or GOG, you will be in a heap of a trouble. Don’t ask how I know :D. I would always suggest to do it yourself in C++.
Also, don’t test it in the list, try it on only one element first. And when you see avatar there, it will be easier then :).
Did you follow this video, if not, maybe you can try it: https://www.youtube.com/watch?v=Z6dGcSmDUyc