I had the a similar issue. I could download the dlc packs i purchased, but the base game could not be downloaded, and wouldn’t appear in my purchased games library.
I managed to install through the xbox app in the end. On your Xbox make sure that you have remote access turned on and link your xbox with the xbox app on your phone. Then in the app search for Conan in your library and you should get the option to install to Xbox.
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