I made no changes after downloading the sample map and with the lighting in the sub-level I get the same black screen on play. I also have the same warning message you that you have “REFLECTION CAPTURES NEED TO BE REBUILD” even though I just finished building the scene!
I found the problem with the lights. If you go to the Levels tab you will see the ParagonSample_Daylight is there being used as a light scenario. But it is not being activated in the Persistent levels blueprint on EventBeginPlay. You can add the LoadStreamLevel function to the BeginPlay or you could right click the light level and Change the Stream Method to “Always Loaded”.
This fixed the light for me, but now I have a new problem. The camera seems to detach and gets locked in place. I can look around, but not move???
I did a test where in the EventBeginPlay I loaded the light level after a 10 seconds delay. I could move around during that time. And when the lights turned on, the camera locked up.
I am using Shinbi character. What would happen is the camera would snap to the center of the character when the lights came on. Or if I started using the PlayerStart, the default pawn would get pushed under the level. If I moved the PlayerStart i got the BAD Size icon. I found if you moved the PlayerStart up to around 3000m the BAD size icon final went away.
The camera problem seems to be that the collision for the SM_SkyFloor was set to Block All, which was not allowing movement within. I changed it to No Collision and I also added a simple box collision to SM_Plane_5x5m in the props/meshes folder. The movement now works on the level.
You can alternatively open SM_SkyFloor and set Collision complexity to use Complex collision as simple. Actually had to do that with a couple Paragon’s assets.