Hmm that seems to resolve getting session settings, unfortunately UpdateSession still appears to fail on PIE 
UPDATE:
However, switching UUpdateSessionCallbackProxyAdvanced::Activate() and ::OnUpdateCompleted() to use WorldContextObject->GetWorld(); seems to help.
I’m guessing the same fix may apply to the calls to GetWorld() in FindFriendSessionCallbackProxy (but I haven’t tried it)
I don’t know enough about AdvancedFriendsGameInstance to know if it’s an issue there or not 
sorry