I don’t think you’re actually supposed to subclass ULevel. The best way to extend a ULevels functionality is to create an AActor subclass and spawn it into the level. There is an actor subclass you can derive from called AInfo that is for actors that don’t have any sensible position in the world (like GameModes for example).
Also worth taking a look at is UWorldSubsystem. They are better for where you want some functionality in every world of your game.