When using Objects just referenced on StaticLoads you need be sure that you included the directories on Project Settings>Packaging>Additional Asset Directories to Cook (I think you did this).
But when including more than one AssetDirectory the Editor is inserting lots of “…/…/…/” on the previous one, so your asset could be being packaged BUT inside the AssetRegister/InnerPackageAddress it’s being assigned to one innexistent “path”.
If you go on your package Settings and remove the “…/…/…/…/…/Game” they’ll be at least found on the loads.