Hey there Eldritch_Breakfast I wasn't able to get past the Menu>New Game BUT if its ok I have a fix for you. I submitted a game using the Horror Engine too (which now I feel like I should add that credit in the game too...yikes on my part) anywho the thing that worked for me was to "bake" the levels into the packaging under projectsettings>packaging>bake maps
heres a link to a youtube video that might help too:
Im really wanting to test out your game so let me know if there's any updates ill jump on it, and if you get a chance would you check out my game :) thank you dood!