Hm, i just searched the API for GEngine. It is a pointer to the UEngine which is the base class of all Engine classes. UEngine got the AddOnScreenDebugMessage, so if GEngine is null, the pointer has no reference to the UEngine. The bad thing is, i couldn’t find any information about the chronological order of the initialization of this UEngine etc. so i can’t tell you if the Pointer is just null because it wasn’t set by now (so you could use something else than this pointer) or if the whole UEngine isn’t initialized at this point.
Have you tried checking if the OnConstruction() is called at all? You could try using a normal Log Debug etc.
EDIT: Would be nice to know where GEngine is set :X I can’t find that for now.