How to Join a Steam Game Via Steam Sockets? Getting k_EResultAccessDenied

What code are you calling as part of the OnCreateSessionCompleteDelegate delegate? You assigned that delegate to call some function with the signature

void MyClass::OnCreateSessionComplete(FName SessionName, bool bWasSuccessful)

You put logging in there and never see it? What about your logs, you should see some lines that contain this substring “FOnlineAsyncTaskSteam” and see some timings and success/failure messages.