This is the game in UE4 4.9.2
This is the game after packaging:
No HUD, no player pawn, no entities, no music, EXCEPT for the actors in the level.
I don’t know how to package the game, so I can share it with a friend 
It sounds like you didnt specify a start level for your game. If you go to File → Packaging → Project Settings → Maps & Modes there is an option in there to set which starting level you want. More information can be found here
First of all: thanks for the reply.
Here is my Maps & Modes setting:
I chose Level01 for both default map and start up map.
The level started and the camera is moving as wanted.
…but the problem is as described above
SOLVED:
Right click “Content” → “Fix up Redirectors in Folder”.
Then go to Edit → Project Settings → Maps & Modes → Change default game mode back to the game mode you want.
This problem happened when I changed the GameModes folder to another location within my content folder.
The editor worked fine, so I never noticed until I packaged everything.
I just noticed that I had an empty GameModes folder and a GameModes folder in another location. When I tried to delete the empty folder, it says that there was still an Object Redirector… that’s how I found out the issue.