Do you have any errors/warning messages in the build output log? I’ve got this:
1>D:\Projects\550_Projects_4090\ActionRPG55\Source\ActionRPGLoadingScreen\Private\ActionRPGLoadingScreen.cpp(22): warning C4996: ‘FReferenceCollector::AddReferencedObject’: WARNING: Your program will randomly crash if this function is called when incremental gc is enabled. Pass TObjectPtr<…> instead of UObject* to AddReferencedObject(s) API’s. Please update your code to the new API before upgrading to the next release, otherwise your project will no longer compile.
Have you disabled the original ActionRPG Loading Screen module? It’s necessary for 5.4+, so first delete all blueprint references in the BP_Game Instance (only two blueprint library functions), than delete the module folder and all its references found in ActionRPG.Build.cs, RPGBlueprintLibrary.h, RPGBlueprintLibrary.cpp, and your *.uproject file. Then, build again. Check my tutorial in the learning section.