Infant firsts are like a russian roulette. Sometimes they count, sometimes they don't. That's really annoying and should be addressed.
I've never got the daycare milestone. First visitors (or family visitors) sometimes work sometimes not, same for first visit to family. I can name a few more...
I had been having the same issues as you surrounding these milestones.
The way I have found to get them to work is to save and exit the game while your toddler is at daycare/visiting a family members house.
When you reload, the milestone should have appeared.
It's annoying to do every time but I haven't found any other way. I think milestones are still just a bit buggy.
Hope this helps 🙂
