I reproduced this issue by initializing a static variable with references to object classes.
EX :
TSet<UClass*> MyClass::MyStaticClassSet { AMyWorldActor::StaticClass() };
When I moved this logic to my constructor, the error went away.
If its not a phase loading issue, you’re most likely statically referring to do something which needs to be loaded. Move your logic into something like the constructor or the PostLoad function of your objects.