in your playercontroller class there is a function called Destroyed() i made a new function called CleanUpForQuit(); and added that to the bottom of the Destroyed() function. then in the new functon i got rid of all my custom made actors. like loading screens, menus, and weblinks if you made any.
example code i used to get rid of loading screen
if(LoadingScreen != none )
{
LoadingScreen.RenderTexture = None;
LoadingScreen.Close(true);
LoadingScreen = none;
}