I redeemed a code for Halo 5: Guardians, which was confirmed by the Xbox support, but the game doesn’t show up on my game list. The Xbox support encouraged me to ask for support here.
Where are you looking for the game? “My Games and Apps”?
Have you checked to see if it is in queue to install or update?
Where did you get a code for the entire Halo 5 game, because I haven’t heard of that. Are you sure you didn’t get a code for just a REQ pack or something?
To add to the above, have you tried restarting your console?