How do I set up split-screen with guest account on Gears of War Ultimate?

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I'm not sure if I'm being entirely dense about this, but I can't seem to find an obvious way to set up 2 player split-screen for local co-op using a guest account on my Xbox One.
As far as I can tell I've signed in on the second controller using a guest account, but this doesn't seem to add that controller to a party, so when I try to start a game I see this:
Is there something simple I'm missing? Or is this just not possible?
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How do you play Gears of War Ultimate split-screen?
You can add a guest by pressing RT on the main menu to bring up the social tab and then press start with the second controller :) I knew I'd seen the prompt. I use an actual account that's signed in, so just pressing start on the main menu works for that.How do you play as guest in Gears of War?
To activate the split-screen mode, all you have to do is select "Play Locally" when starting the game and connect a second controller to your console. You and your friend can work through the minigames side by side from your own couch thanks to this option.How do you add 2nd player it takes two?
Three player split-screen is supported in the following modes: Campaign (2 Characters + Jack) Horde. Escape.gears of war 2 guest sign in
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