Right now, I was able to join with PS5/Xbox from the Lobby (after being accepted to PC/Main account’s Party), but recently there have been multiple occasions when even joining from Lobby didn’t work. It just kept showing the CONNECTING screen and Xbox the Fortnite app was closed completely (maybe crashed?). On those occasions, I didn’t have any way to join the UEFN Session with PS5/Xbox.
In summary, on PS5/Xbox, joining from Lobb has worked inconsistently and sporadically. I’m happy though that the “join through lobby” workaround works now, even though it’s inconvient.