Testing Multiplayer in editor and clients Begin Play event is not running on the level blueprint

When I set the number of players to 2 and try to test playing in the editor I get 2 windows, one works as expected loading the main menu, the other (client 1) is blank. Same happens if I try 3 or 4 windows, only one is running.

But then I can use the console open level command in it to open the menu level.

How can I make this run the level when it starts?

EDIT: UE4.24 I am using the Advanced Sessions plugin if that matters, my game instance is a child of the Advanced Session game instance clas, build in c++ code. It seems it is not running the begin play event on the level blueprint on the client window. My main level is actually a black empty level that begin play then picks a random level from a list to load.