I am seeing the same thing today. Wondering if the servers are down again. 

Me and my partner have been playing the game together and we have put a lot of hours into it. Now everytime I try to load the game it says it's cannot load a shared world that's is missing the primary save. This world no longer be shared with you or deleted. I'm the host so I know I didn't delete it and I know its still shared with me. But it won't load even though I still have multiple backup saves it won't load any of them. I'm so upset and ready to cry. I don't want to start all over we where so far into the game. If I have to start over I just won't play anymore. But I do love the game is there some way to fix it? Please!! 

I appear to be having a similar issue.  None of my shared world would appear.  A friend and I appear to have narrowed it down to cloud saves not being accessible.  I used to be able to create and share worlds but I think I have hit my max of three.  So I cannot make any new shared worlds.  I believe I can even access my invisible shared worlds if I try to create a new shared world with the same name as one of my three.  It is as if my XBox account is able to send but, not receive.  We are not sure how to fix this.

I went into services to make sure certain programs are running.  I even logged into my friends setup.  He isn't having this problem and my problem persists.