You would probably be better off making your own custom ** And Async ** loading system that loads up levels pre-packed with whatever you need.
To load assets within a sub level you would need a different something in place that manages that portion specifically.
If you were to build out a recursice class, then the class type could be re-used to generate whatever loadong events you want to curate - if you make it into an interface, then you can implement the interface into whatever object (like an actor that contains other actors) and load stuff in clusters.
Its preferrable to letting Epic dictate how things load. Since usually its a good example of what not to do.
But its also overkill on like 90% of the projects you deal with day to day. Which is partially why epic isn’t releally interested in fixing the loading system(s) or anythjng that isn’t expressly for fortnite.
Used to be, you just had to make your own thing anyway because there is generally no guarantee that the level finished loading and has collisions in place unless you test that they exist and delay the loading screen removal until you know for a fact.
As an extention to that, you’d usually set up distance based loading via custom triggers (fill a room with props when near enough).
Data layers were a decent way to hijack something that was partially working into something that worked at the time.
You could just extract their cose and fix it up for your nesting needs…