Hi,
Take a look at this thread: OnlineSubsystemUtils cannot load Online.h - C++ - Unreal Engine Forums.
Maybe you just need to add the following code to your project build.cs file?
PublicDependencyModuleNames.AddRange(new string[] {“OnlineSubsystem”,
“OnlineSubsystemSteam”,
“OnlineSubsystemUtils”
};
Hopefully this helps, good luck 