Try using the “event begin play” in the event graph.
The construction script does things before the actual actor or game mode in this case exists. That’s why self references will fail here as well.
Since the game mode is the primary BP it might just construct it before the level is loaded fully.
Event begin play well trigger as soon as the game begins. Either when the first cut scene runs out as soon as the player can do something or as soon as the actor which uses this event starts to actually exist.
Cheers