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Placing any lights in a Layer and marking as hidden will not render when PIE. Layers should only be editor only, even if marked as hidden.
Also test in MAIN CL-2685425 where this is showing the same result.
1. Open UE4
2. Go to Windows > Layers
3. Place a Light in the scene
4. Add this to a new Layer in the Layers Panel
5. Mark this layer as hidden to hide the light in the viewport
6. PIE
Results: The light will not be rendered when PIE.
Expected: Since Layers are meant to be editor only the Light should render when PIE.
Head over to the existing Questions & Answers thread and let us know what's up.