WP navmesh generation does not appear to work if a navmesh bounds volume is in a data layer. The navmesh will build if the data layer is activated when the build paths is started, but it will not load/unload with the data layer.
If you attempt this in a small level such as the third person template level, you can separate the navmesh bounds into the data layer and it will build navmesh in the two distinct bounds if you build with the data layer unloaded.
Navmesh has been built inside the navmesh data layer's bounds volume.
No navmesh was built in the data layer's bounds volume, but it is built for the other bounds volume.
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-172683 in the post.