You certainly can do this with level streaming, play the music in the persistent.
I thought there was a simpler way, but…
EDIT: Ok, yeah, you have to play it from the game instance. It also has to be assigned to a variable:
In the level BP ( of the first level ):
You also need to specify to use your game instance in the ‘maps and modes’ section of the project settings.
AND, you need ( in the game instance ):
