How can I set location of Level Sequence?

Yeah, unfortunately, we haven’t gotten to it yet.

The workaround at the moment is to attach your actors to some origin placeholder actor and then animate that placeholder actor. In 4.17, you might want to explore the ability to change the transform sections to “relative”. That will make the transform relative to the actor’s original/pre-animated position. Not exactly the same as what you’re looking for, but it might help in some cases.