Cinematics behave differently from real time gameplay. Since I focus on the former, I’ve had my fair share of issues in which some objects were working fine in the viewport during preview, but didn’t come out in the final render. It can drive you mad!
Here’s a list of things to check, just in case it happens to you (and my future self).
Actor is Hidden in Game
The first thing to check is if an asset may be set to “hidden in game”. This will let you see it in the viewport, but the moment you hit play or simulate, or render it out, it’ll disappear. This comes in handy during development for greybox assets at times, and it’s an easy thing to forget. Untick that box and the asset will show up in your render.

This can also be set on a blueprint component, so if you have a blueprint and some parts of it aren’t rendering, there’s an option to set it on the individual component too.
Levels and Streaming Method
If you’re using Levels to organise your scenes, and you have more than the persistent level loaded, the streaming method may not be set correctly. Levels with a blue dot in front of it will rely on a Blueprint or Sequencer to load implicitly, which is an easy thing to forget. So if all objects on the level aren’t loading, change the Streaming Method to “always laoded”. Right click on the level in question to bring up this menu.

If you’re using World Partitions instead, there’s a similar option for the Data Layers, and the same principle applies. Note that you can only use one or the other, so it’s either Levels or World Partitions, but not both.
LOD Screen Size
I’ve had some individual assets refusing to render with MRQ. At first I thought it was a material or transparency issue, but that was not the case. Turns out when you open the mesh itself, under the LOD settings, there’s a section called LOD 0 Screen Size. If that happens to be set to 0, those assets don’t render at all.
Typically this setting is greyed out and set to 2, but on my mysterious disappearing assets it was set to 0 and available to edit. Changing the value to anything other than zero will make those assets show up. Kudos to Daluz on the EPIC Dev Forum for bringing this to my attention.

To be continued…