If you are using a of version of SGK V2 older then 2.0.6 then you must follow the DIY Guide linked below before you can follow this guide! If you are using 2.0.6 or newer you dont need to follow the guide linked below.
https://defusestudios.com/sgk-v2-fixed-player-location-not-always-loading/
Survival Game Kits V2 save system uses the player name to determine which save to load when a player joins a server.
By default this name is random meaning that if a player disconnects and reconnects to a server there name will be different, so the save system will not load there inventory from the last time they connected.
To use the SGK save system in a dedicated server environment or multiplayer the player name needs to be set to something persistent to that player (This means something that is always the same) so the save system can load the correct save when a player connects.
To do this you will need to provide some sort of persistent ID/Name for the player. Something like a Steam ID, Epic ID, Email address or another ID that is always the same for that player. The process for getting these IDs will depend on what backend you are using and the needs of your project. You can find guides and videos on how to get Steam IDs online.
Once you have a persistent ID you will need to set it to the Name in the BP_SGKGameMode, this can be done in the location shown below in the image using the Set Name node.

As a example if you are using the Advanced Steam Session plugin you can use the nodes shown in the image below to set the player name. Keep in mind this won’t work in editor. You must be playing on 2 different PC’s with different steam accounts so that the players have different steam IDs.

You can find out how to setup advanced steam sessions in the link below.