Unless I don't understand how improved pact weapon works for fiend warlocks, there is a bug. For whatever reason my pact of the fiend warlock can't take the improved pact weapon eldritch invocation; it's just not showing up on the list and I'm sure it should be. 

You might have to purchase the PHB to access Thirsting Blade, but I’m not sure. I couldn’t find any Eldritch Invocations in the marketplace.

Have you selected the Pact of the Blade at 3rd level yet? If not, that’s why as you cannot improve a nonexistent Pact Weapon.

Another reason might be that you don’t have access to the Materials in Xanathar’s since that invocation was published in that book.

If you have, please post a link to your character sheet so a Mod or Staffer can look into it for you.

It's a level 5 pact of the blade fiend warlock. I know you don't need to have xanathars guide purchased because I made a level 5 pact of the blade fey warlock and you can take improved pact weapon; I did the same for a great old one warlock. The only patron that can't take it is the fiend, so I assumed it was probably a bug. 

https://ddb.ac/characters/44885204/VYjzMx

Quote from LurkyTheHatMan >>

You need to post the long URL, not the sharing link, for the staff to check it properly.

In regards to choosing Improved pact weapon, where those characters in a campaign, with sharing turned on, as this would give those characters access to the invocation, without you having to own it yourself.

Finally, if you can read this link, Xanathars is being shared with you, so you can see that Improved Pact Weapon is published in XgtE, and not the PHB

 All of this^^