Hey aggie0222 and Spiris
One thing to keep in mind is when you are using the Launch on option is that by default it only cooks the currently open level in the editor. So the issue you’re running into is the second level has not been cooked, and the game can’t load it.
Your current setup will work with Play in Standalone (runs an uncooked -game session), but if you need to test with cooked content, then there are a couple ways you can resolve this.
In Project Preference > Project > Packaging > Packaging, there is the option “List of maps to include in a package build”. Here you’ll add an array element for each map you wish to always cook.
The second option is to modify your DefaultEditor.ini (ProjectName/Config/)
[AllMaps]
+Map=/Game/Maps/LevelName.umap
+Map=/Game/Maps/LevelName2.umap
Be mindful of what you add to either of these options, as you can end up leaving test maps, or extra maps you don’t wish to include when you go to ship your game/project.
The messaging in the log could certainly be better for this, I’ll add in a Bug for this tomorrow.