I’m happy you found it useful! 
I just pushed some changes to make it work better in 4.12, should fix the fact that the screens were not coming up correctly. The movie playing stuff…yeah all that code predates the media framework, I actually didn’t know how to use it - I just exposed it. There’s some outstanding font problems I still need to investigate loading uobjects on other threads is sketchy.
As for the UMG request - not happening. There’s no a world present when the loading screen is open, on top of that it would require potentially running blueprints and allocating uobjects on the special loading screen thread we start up on non-seamless travel load screen transitions.
The OnPrepareLoadingScreen is something I added to 4.12 so I could fix the plugin 
The latest version I pushed takes advantage of it now - if you make some improvements feel free to send me some PRs.