I’ve been able to achieve proper loading progress bars in a Streaming Levels approach similar to the one in the video - the functionality isn’t exposed to BP by default so I had to create a custom BP Library (download available here if anyone is interested). You can read the current progress for any streaming level in flight by providing its package name.
So far I haven’t found any solution to use Streaming Level Loading Screens during a hard load in Multiplayer. It’s feasible for server travel situations (e.g. Lobby->Start Match) but not at all for joining an existing game world already in progress.