I found the bug source:
@ UnrealEngine\Engine\Source\Runtime\Core\Private\Modules\ModuleManager.cpp
@ FModuleManager::MakeUniqueModuleFilename
Replace
*Module->OriginalFilename.Right( Module->OriginalFilename.Len() - SuffixPos ) );
to
TEXT( “.dll” ) );
This code will definitely work for PC, I am not sure if hot reload supported for other platforms.
The reason of issue is that this code will generate name of module as …/…/MyGameName_1234_5678.dll
But to source compiler only MyGameName 1234 part will be provided and compiler will succesfully produce
…/…/MyGameName_1234.dll
PS: the problem will not on first UE startup after clean project rebuild, because your .dll will look like MyGameName.dll
So, wiping the project output folder (\Binaries\Win64) before starting Unreal does solve the problem.