I’ve found that the path of the map is changing between Edit and Play modes.
In Play mode I have to add a prefix UEDPIE_0_ to the map scene.
For example:
Edit mode:
/Game/ThirdPersonBP/Maps/ThirdPersonExampleMap.ThirdPersonExampleMap:PersistentLevel.XXX
Play mode:
/Game/ThirdPersonBP/Maps/UEDPIE_0_ThirdPersonExampleMap.ThirdPersonExampleMap:PersistentLevel.XXX