Thank you this worked for me. 
Hi!
I had the same issue. This is what I’ve done to fix it
- make sure your project is set up with steam like the unreal documentation says
- add steam_appid.txt in the project home
- make sure that in the “\Engine\Binaries\ThirdParty\Steamworks” you have the latest version
- deactivate steam sockets from plugins
Tip: when running the level in the new window, make sure to activate the console in order to get the errors if any