I noticed that in a lot of games made with Unreal, for a brief moment, you can see the lighting and the textures being built/loaded whenever a new level is loaded. (textures gradually become sharper, shadows suddenly appear, etc)
Set up a loading Screen ( There are many tutorials like this Creating Loading Screens - #50 Unreal Engine 4 Beginner Tutorial Series - YouTube). And after the level has loaded set a delay for The Widget. After that you have to work out how long it takes until the lighting is ready. If you have the time set the delay in the BPs before you destroy the Loading UI. Voila the loading process is hidden.