Hi everyone,
Is an option that exist in your gameinstance class, if I remember it correctly, that allow you to set an “loading map”.
On this loading map you can place an 2D texture like an image and a text that says it’s loading. (maybe an UMG interface to use spinner, bubble etc…)
But if the loading time is shorter than the time to the loading map to be seen… you will see nothing…
but you can do something with the game state and handle that with the loading map system. 
Let me know if you find something that helped you in my proposition