I know this is super old, but I wanted to comment with what worked for me.
In my HUD widget (I was working on a simple main menu that lets me choose game modes), I used Open Level to load the level and added this as a parameter in the options input:
?Game=/Game/Player/Blueprints/ThirdPersonGameMode.ThirdPersonGameMode_C
Don’t be fooled, the _C at the end will not be in the name of your game mode. If it is, you might need another _C at the end. This is awful design in my opinion, as nothing anywhere in my gamemode/files had an _C at the end.