UPDATE OCTOBER 2021 – STILL WORKS: Both methods still work. With the poker method; it looks like Rockstar might’ve adjusted the way Player B’s “processing invite” behaves after they accept the poker invite. Player A should try waiting 3-4 seconds after Player B first sees “processing invite” on their screen before hitting “join game”. I did this and got the usual “you are already a member of this session” message, and Player B got dropped into a private match per usual. Hitting “join game” immediately when Player B sees “processing invite” now seems to be leading to an error for both players. Giving it a few seconds is working well. 😎

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Here’s a full breakdown of two methods to get a private session in Red Dead Online for PS4. Enjoy the game with no griefer butt-stains! Both methods tested and working as of June 2021.