Thanks again Sertac Ogan, but still, nothing, after I change the settings in the “Project Settings” the Persistent Level is now the Main Menu level, before was the Persistent Level (level name) the Persistent Level at the Levels tab…
Another problem is, if on my Main Menu level I have a 3D scene with a green light, but on my landscape levels I have a sun light (added in the persistent level, because I have something like 12 landscapes using World Composition) The menu will receive this same light (sun light) from the Persistent Level.
Maybe I’m missing something…
I just want to create a menu like you see in the “The Vanishing of Ethan Carter” or other games, when they have a menu with a 3D scene behind the UI/UMG and when you click to start the game, the Menu level go away and the “playable” levels start, in my case I need to use the World Composition because the size of the map 6~8 km, its a “walking simulator”.
I will keep trying make this works, if you have any more ideia, please share 
and thanks again Sertac
