I slept over at my cousin's house a lot as a young kid. Grandma's house, too.
I think my first sleepover at a friend's house was when I was about 7/8?? Second grade. I never called to come home- most of the time, I wanted to stay past my welcome, lol!!
DD is 17- she had her first sleepover in first grade with a little girl a few doors down the street. We reached "peak slumber party" around 5th or 6th grade- seems like she was spending the night somewhere or friends were at our house every weekend of that 2 year period.
She only called me to come get her in the middle of the night once- she was in 7th grade, I think, and a friend invited her to stay over on Halloween along with 8-9 other girls. She felt weird because she didn't know anyone there besides the friend who invited her (she went to a different school from everyone else). The family were also really into super scary Halloween stuff, and they were showing pretty gory horror movies. DD does NOT like stuff like that, so she called and asked me to come get her. I did, since we had always told her that we would come, no questions asked, if she ever felt uncomfortable at a sleepover.
One thing that DD did a few times when she was in Kindergarten that might be an option for OP- a "half sleepover". The kids (both sexes can participate) come to the host's home in the evening in their pajamas. They have snacks, lay around in sleeping bags, play sleepover games, etc. But at midnight, they all go home to sleep. DD really had fun doing these when she wasn't feeling quite ready to stay out overnight, but wanted to have the fun experience of a sleepover.