WebSockets module not loaded properly in packaged builds only. Other modules OK

For simplicity Just use this code before instantiation of the WebSocket instance in your game code.
The below code is more convenient:

FWebSocketsModule* WebSocketModule = &FModuleManager::LoadModuleChecked<FWebSocketsModule>(TEXT("WebSockets"));
if(WebSocketModule ){
        this->WebSocket = WebSocketModule->CreateWebSocket(... your server url and other params
}