Hey,
Sorry to hear it does not work. The last option I can think of would be to pass your callback directly as an argument of DestroySession(), that’s how I managed to do it.
I have the following attribute in my .h file
FOnDestroySessionCompleteDelegate SessionDestroyComplete;
Then I bind my method to it in an initialization method (called once)
SessionDestroyComplete.BindUObject(this, &UDestroyAsyncSession::OnSessionDestroyed);
And finally, when calling the DestroySession method :
Session->DestroySession(sessionName, SessionDestroyComplete);