When I try to use it in the world location menu it just tells me "Unreal world not found running. Closing URWSSSelector."
Just tested and it works fine on my end, If you'd be up for more extensive testing, we can try to pin point the problem over discord:
Night#9736
The try catch statement where you're getting that message from has a couple of different spots that can cause it to throw an error, two things you can check for right now are:
• Running as administrator
• in task manager, under details, confirm that unreal world is running as 'urw.exe'