I'm not sure that you must be invited to frontiersmen club. In the three other clubs, yes, I heard it, but frontiersmen?
Ok, I read a little bit. Frontiersmen invitations are not clear. One wrote you have to reveal the frontier map (a special amount, not all). The other wrote what you said: you need to find 1 frontier trading post. Then it's the question, whether this really means shops. A third meaning is, that there is no requirement to be accepted by the frontieresmen club. Just do a mission.
So first question is: Can you do a frontiersmen mission? Then the challenges will be available. The missions are displayed on the map in frontier. Its a triangle symbol, I think it should be a tent. If you don't have these symbols in frontier, then try to do exploring the map. Or just wait. I didn't have any problems with the frontiersmen. It should be available in sequence 5.
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