I’m having the same problem. I am also in 4.20 but I haven’t verified that making the switch to 4.20 was the issue.
It definitely appears like the reflection captures are working so I ended up just disabling the on screen messages for each level that the issue persists.
So just add a Execute Console Command node at your Event Begin Play and then use the console command “DISABLEALLSCREENMESSAGES”.
Sorry I don’t have a better answer.