The auto-load option is a property of the AkAudioBank. In the Content Browser, double-click a AkAudioBank to show its properties. The auto-load option should be there. Make sure it is selected.
After bank generation, the UE integration should reload any SoundBank that has its auto-load checkbox selected.
As for the error message, Wwise does tell you when it can't find the SoundBank. This is done when you attempt to load the SoundBank. If it is already loaded, but the loaded bank does not contain your event, the error message will be that the event ID is not found. In your case, what probably happened is that your SoundBank was already loaded, and then you added an event to it, and re-generated it. However, its auto-load was off, so it was not reloaded, and when you attempted to post the event, it could not find it in the loaded bank.