How does ShooterGame do it's Loading Screens

I’m currently making an FPS and I wanted to have loading screens that feel like they aren’t just crashing the editor like when you use open level. A good example of this would be Overwatch’s loading screens, It gives a voice line about the map you’re loading into and the text at the top moves and it has a loading indicator in the corner.

I’ve tried using level streaming but it caused a whole bunch of issues because you couldn’t change your GameMode. I was wondering if anyone knew how ShooterGame does their loading screens because it seems they have them to quite a good standard. If you do know how ShooterGame does their loading screens could you elaborate how i’d be able to implement it myself?