Some delegates related to loading levels, in order of activation:

  1. FWorldDelegates::OnPostWorldCleanup - triggers fairly early, when the previous level is cleaned up
  2. FWorldDelegates::OnPostWorldInitialization
  3. FCoreUObjectDelegates::PostLoadMapWithWorld might be the last delegate which fires after loading a world as part of the loading process. The world actors have been initialized at this point, and the world begin play delegate has also been called.

You can get a later still delegate using FWorldDelegates::OnWorldPostActorTick. This can be used in some cases, such as with Custom animated loading screens using Slate