Does his pc that the launcher is running on need to be on while we are playing even if he is playing on console?

Tell him to restart his launcher and make sure that you're using correct emails. The format is "(YourEmail)Fortnite@whatever.com"

So, I went through all the steps. I linked my windows xbox account to my Epic games. My friend linked his xbox (console) account to his epic games. I added his epic games username from my pc fortnite, then logged into his epic games account on the launcher and accepted. But in the client when I am in fortnite lobby and he is in console fortnite lobby, it shows he is offline for me. However, for him it says I am online, but he can't invite me. It is super frustrating because we have been trying this for so long and nothing seems to be working.

Cannot cross play (PC-XBOX)