I have recently been trying to implement a very basic matchmaking service through Steam Sessions and the Lobby system. It searches for lobbies, but it is never able to find one due to it automatically destroying the session after creating one, despite Destroy Session not being called anywhere. I was able to figure this out due to the logs, and this is what I will post here.
[2017.08.08-18.46.10:427][304]LogOnline:Verbose: STEAM: FOnlineAsyncEventSteamExternalUITriggered bIsActive: 1
[2017.08.08-18.46.45:029][761]LogOnline:Verbose: STEAM: FOnlineAsyncEventSteamExternalUITriggered bIsActive: 0
[2017.08.08-18.46.50:582][ 17]LogOnline:Verbose: STEAM: Starting search for Internet games...
[2017.08.08-18.46.50:828][ 29]LogOnline:Verbose: Async task 'FOnlineAsyncTaskSteamFindLobbiesForFindSessions bWasSuccessful: 1 NumResults: 0' succeeded in 0.266658 seconds
[2017.08.08-18.46.50:838][ 29]LogOnline: STEAM: Found 0 lobbies, finalizing the search
[2017.08.08-18.46.50:838][ 29]LogOnline:VeryVerbose: OSS: GetBuildUniqueId: Network CL 0 LocalNetworkVersion 2627656059 bUseBuildIdOverride 0 BuildIdOverride 0 BuildId 913490456
[2017.08.08-18.46.51:079][ 41]LogOnline:Verbose: Async task 'FOnlineAsyncTaskSteamCreateLobby bWasSuccessful: 1 LobbyId: 109775244301426420 LobbyType: 2 Result: '1' k_EResultOK (success)' succeeded in 0.239900 seconds
[2017.08.08-18.46.51:087][ 41]LogOnline:Verbose: STEAM: Lobby Data (OWNINGID, 76561197994941664)
[2017.08.08-18.46.51:087][ 41]LogOnline:Verbose: STEAM: Lobby Data (OWNINGNAME, BukkakeButtBlaster69)
[2017.08.08-18.46.51:087][ 41]LogOnline:Verbose: STEAM: Lobby Data (NUMOPENPRIVCONN, 0)
[2017.08.08-18.46.51:087][ 41]LogOnline:Verbose: STEAM: Lobby Data (NUMOPENPUBCONN, 1)
[2017.08.08-18.46.51:087][ 41]LogOnline:Verbose: STEAM: Lobby Data (P2PADDR, 76561197994941664)
[2017.08.08-18.46.51:087][ 41]LogOnline:Verbose: STEAM: Lobby Data (P2PPORT, 7777)
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: STEAM: Lobby Data (NUMPUBCONN, 2)
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: STEAM: Lobby Data (NUMPRIVCONN, 0)
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: STEAM: Lobby Data (SESSIONFLAGS, 195)
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: STEAM: Lobby Data (BUILDID, 913490456)
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: dumping NamedSession:
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: SessionName: Game
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: HostingPlayerNum: 0
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: SessionState: Pending
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: RegisteredPlayers:
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: 0 registered players
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: dumping Session:
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: OwningPlayerName: BukkakeButtBlaster69
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: OwningPlayerId: BukkakeButtBlaster69 [0x110000102111CE0]
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: NumOpenPrivateConnections: 0
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: NumOpenPublicConnections: 1
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: SessionInfo: HostIP: INVALID SteamP2P: 76561197994941664:7777 Type: Lobby session SessionId: Lobby [0x1860000C9B7DEF4]
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: dumping SessionSettings:
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: NumPublicConnections: 2
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: NumPrivateConnections: 0
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: bIsLanMatch: false
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: bIsDedicated: false
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: bUsesStats: false
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: bShouldAdvertise: true
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: bAllowJoinInProgress: true
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: bAllowInvites: false
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: bUsesPresence: true
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: bAllowJoinViaPresence: true
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: bAllowJoinViaPresenceFriendsOnly: false
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: BuildUniqueId: 0x3672c218
[2017.08.08-18.46.51:088][ 41]LogOnline:Verbose: Settings:
[2017.08.08-18.46.51:128][ 41]LogMemory: Platform Memory Stats for WindowsNoEditor
[2017.08.08-18.46.51:128][ 41]LogMemory: Process Physical Memory: 338.65 MB used, 392.07 MB peak
[2017.08.08-18.46.51:128][ 41]LogMemory: Process Virtual Memory: 823.86 MB used, 831.67 MB peak
[2017.08.08-18.46.51:128][ 41]LogMemory: Physical Memory: 7653.81 MB used, 8167.83 MB free, 15821.64 MB total
[2017.08.08-18.46.51:128][ 41]LogMemory: Virtual Memory: 1275.60 MB used, 8167.83 MB free, 8388608.00 MB total
[2017.08.08-18.46.51:128][ 41]LogMemory:
[2017.08.08-18.46.51:128][ 41]Allocator Stats for binned2: (not implemented)
[2017.08.08-18.46.51:198][ 43]LogOnline:Warning: Async task 'FOnlineAsyncTaskSteamStoreStats SessionName: Game bWasSuccessful: 0' failed in 0.088737 seconds
[2017.08.08-18.46.51:275][ 44]LogOnline:Verbose: Async task 'FOnlineAsyncTaskSteamEndSession bWasSuccessful: 1 SessionName: Game' succeeded in 0.165046 seconds
[2017.08.08-18.46.51:302][ 45]LogOnline:Verbose: Async task 'FOnlineAsyncTaskSteamLeaveLobby bWasSuccessful: 1 SessionName: Game LobbyId: Lobby [0x1860000C9B7DEF4]' succeeded in 0.192607 seconds
[2017.08.08-18.46.51:331][ 46]LogOnline:Verbose: Async task 'FOnlineAsyncTaskSteamDestroySession bWasSuccessful: 1 SessionName: Game' succeeded in 0.221589 seconds
Those are the logs and this is my Blueprint setup.