Sorry to necro this, but I don’t suppose you ever got this working?
Edit: Of course shortly after posting this I managed to figure out the issue I was having, so incase someone comes across this in the future:
StopMovie() must be called from the Slate thread, or LoadingScreen.bAllowEngineTick must be true, otherwise it’s not actually called since the main thread is blocked while the movie is playing, even if loading is done.