Thanks for answer, but it have no effect. I tried both PreDefault and Default loading phases but there was no differences. Now I solved this by using this pair
FWorldDelegates::OnPostWorldInitialization.AddRaw(this, &FLinearNavRuntimeModule::OnWorldInitialization);
FWorldDelegates::OnWorldCleanup.AddRaw(this, &FLinearNavRuntimeModule::OnWorldCleanup);
instead of FCoreUobjectDelegates. It works fine and solves my problem.