I have a player with UMG widget which he creates on BeginPlay. It works fine when hitting play with only 1 player, but if you set the number of player > 1 it will crash somewhere related with the setting the owner of the UMG widget.
Thank you for taking the time to report this issue. With the project you provided I was able to reproduce the crash you are experiencing. I have made a bug report for the issue with the number UE-10876.
We always appreciate users taking the time to report bugs or anything they find as it helps us improve the overall experience with using the Engine and its features. Let us know if you need additional assistance or have further questions.