I am also having the same problem with linker errors with a blueprint project.
I’m using Unreal Engine 4.15.1 and Steam SDK 139, all the steam features seem to work fine when I run my project in the editor but it fails to build with the same linker errors as OP when I try to package the project.
After doing a bit more digging I found a post that I believe may help. I have provided it below. Could you try the solution found at the link below and let me know if this works for you?
Yes that seemed to have worked, I successfully managed to compile my project with steamworks sdk v139 using the method from the link you provided, thank you =)
A small note to anyone else that stumbles across this topic, in the link provided “Takylucid” says to use the original “steam_api.dll” and “steam_api64.dll”, its actually the 2 .lib files “steam_api.lib” and “steam_api64.lib” not .dll.
Steps I took to compile with sdk v139
backup the current “steam_api.lib” and “steam_api64.lib” that come with your unreal engine install located in “Unreal Engine\UE_4.##\Engine\Source\ThirdParty\Steamworks\Steamv132\sdk\redistributable_bin”
install the steamworks sdk as normal
then copy the 2 .lib files back and it should work
Is this safe using the older .lib files with a newer sdk?
Update:
After a little more testing it seems using this method causes linker errors when trying to package a project if I include the advanced sessions plugin