We don’t have that, but it is possible to create sounds that persist through level changes via Blueprint or code instead.
The blueprint function PlayEvent2D can create an instance of a playing sound that won’t go away when the level changes. The only tricky part is how to remember the instance to control it after the transition.
I don’t think there is any inbuilt way of storing things for blueprints across level loads. It can be done in code.
Alternatively, I’ve added a new blueprint function FindEventInstances. It returns an array of all instances that are playing for a given event type. You can play an event instance before level load, and then find it again in the new level and control it (e.g. stop the sound, or just be able to modify its volume, etc).
Our next patch release will have that additional function as part of the integration.