Hi, I think it is needed to have a documentation page what you can and can not do and why in the construction script. We have encountered quite a few cases were we had to move things to BeginPlay, and it is not totally clear why we had to do that. I assume it is because the object is not fully constructed?
On that note, I can also see a need for a new Event, for example named PostConstruction that would be called just after the object is 100% constructed so it would have fewer restrictions than the Contstruction Script. BeginPlay sort of works like that that but it is not called in the Editor and it also feels like BeginPlay should not have stuff related to construction in it.