I have overriden Shutdown and Init and also called super on both of them. Although my case might differ, as I also have a lot of code in my game instance such as online stuff.
I am currently just trying to double check and cleanup everything in my overriden shutdown, and also adding failsafes. If I dont get pure virtual are being called again after this, then it might just be that you have to override these two functions, call super and make sure everything is properly taken care of before it destroys itself. 
I will reply back if I do not crash anymore after this.
Though, this issue seems to only really be related to when you PIE and do stuff in editor.
I have not crashed in game yet (with right click on uproject and click “launch game”), what about you guys?