Problems with opening level

I have a strange problem with my project. It consists of 5 levels opened from the main menu. All levels works fine when played from the editor, but when I try to open the levels from the main menu after cooking and running from *.exe, only first level works. When I try to open the rest, it shows a black sreen for a longer second and gets back to the menu. I checked the names in the “Open Level” in blueprints and they are correct.

It’s the only reason I can come up with, but there is a high chance that you probably checked this already, but let’s make sure: Did you include all your maps in the Packaging Tab of your Project Settings?