Okay, so I'm in New Game +, didn't want to level at all (Level 120), I killed Yoel (I did speak to him before doing so however) before killing Deacons and Abyss Watchers. Pale shade wouldn't invade. I then killed the Deacons and got the Doll. Pale Shade still wouldn't invade. I then killed Anri and Horace at Firelink Shrine, and finally got the Pale shade to invade at Farron's Keep, so I'm thinking killing Anri and Horace was the trigger.