Can't find files shared with me - they are not appearing in "Recent"

We work with a 3rd party so their files do not show up under our team. I’ve seen a lot of people online say that you can go to “Recent” to find them there, or search for them. Neither of those things works. I have to literally go back to my email any time I’m trying to find a file someone shared with me in order to open and edit it.

WHERE IS THE RECENT FILES SECTION? How can I find these without using the link every time? It’s getting so convoluted, it takes me 20 minutes every time to narrow down the old email that had the link in it.