If you wanna make mmo server then:
- Forget about UE4 built-in network.
- FORGET about UE4 built-in network.
- Take 3rd party solution with good loadbalancing and fast core, like Photon for example (it will cost you quite a big amount of money though)
- Keep your login connection in persistent level and load map you need while changing connection to servers processing that map.
- Etc, etc, etc…