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1 Game Mode for each level?

It’s not clear to me the relationship between a level and a game mode.

according to Game Mode and Game State | Unreal Engine Documentation the game mode should contains the spawn locations (and it makes sense since it is the blueprint that spawn player actors)
but it means that I cannot use different levels with the same Game Mode.

So what is the proper way of using gamemode and level blueprint?

But you can, see world settings in maps, they have “override game mode” somewhere there.

Proper way for game mode is setting it correctly first ie. player pawn and player controller blueprint (at least) or all of them
Then you set it in setting for maps and modes in project setting
This is proper way to setup game mode for whole project.

Then you can override those settings on per level basis.