Hi @Mind-Brain! Thanks, I haven’t posted here in about a year so I might as well be welcomed as though I have never been to the forums. Haha!
Yeah, I’ve never had this happen before. What’s strange is that the missile path spline is the most complex thing that’s being done here, but everything works fine except the mesh.
I did as you said, made an actor blueprint and added the mesh-- and the mesh appears just fine in-game.
Here are the blueprint screen captures you wanted:
1.) Spawn Missile.
2.) Missile BP components.
3.) Prepare spline path for flight.
4.) Flight!
5.) Boat launch. No missile, just the contrail.
6.) Missile flight path, no mesh appears.
Let me know if I could expand on any of this for you. Thank you so much for your help! 
CorsairOfLight