UE4 doesn’t currently have a way to change the GameMode during play. The only way is to change to another level.
However, most level changes can be made through the level blueprint and you can collect and store data here as well.
The GameMode setup in UE4 means something different than the game mode concept you think of in the design process. You can basically implement all of your game rules, menus, etc. here and use blueprints or code to manipulate and/or use what you need.
Thanks, TJ