Trouble working with UMG transition

Note: Following the UMG UI Designer Quick Start Guide. But using Third Person Character instead of first person. And unlike the tutorial, I do not have HUD for the program, just a third character in an arena.

I have a problem were by the game won’t transition to the main level. Like the tutorial, the option settings and exit button work fine. I am able to readjust the screen resolution and terminate the program. However, whenever the Play Button is pressed the background image along with the menu items are not removed. In my earlier attempts, when the background image was not properly adjusted to full screen as it is now, I noticed that the level is loaded and control functionality (Such as mouse and arrow keys) is enabled as. It seems as though the level is loaded behind the image, but the main menu won’t terminate when play game is clicked.

Below are images of what I have in terms of world settings and blueprints.

119916-unreallevelblueprint+.png