Xbox Game Bar (PC)

If you're referring to the Xbox Game Bar on PC, it saves to your hard drive as default. If you go to the Settings app on your PC, click on 'Gaming', and then on the side bar, click on 'Captures'. That will show you where the Xbox Game Bar recordings and
screenshots are stored.

Hi,

You can change your online Status on PC via the Game Bar. Press and hold the Windows Key and
tap G on the keyboard.

Or with an Xbox controller attached to the PC, access the Game Bar by pressing the
Xbox button.

Depending on how the Game Bar is set up on the PC a number of Windows will be displayed. Showing as Online or Offline is available in the Xbox Social window. To configure the game bar to your liking, press the Overlay Menu, next
to the time. This will allow you to change what Windows of the Game Bar are displayed.

Full information including a tutorial video can be found here: Customize Xbox Game Bar on Windows 10

It appears that the game bar is looking for the app on your PC. It doesn't go to cloud gaming anymore. I hope it is a bug in the Game Bar/Xbox app/

Xbox companion app is discontinued, and the "Party Invitations" and "Games" notification settings are nonexistent in the Xbox PC app. Settings for invites and messages are all on the Game Bar app for PC.

You'll just have to make sure these settings are checked after reinstalling the game bar @ (Game Bar)Settings>Notifications>Xbox Social>Notify me when I'm invited to a party or multiplayer game

You can access LFG through Xbox Game Bar on PC.