Avatars disappear when switching scenes

Hi! multiplayer question here. I'm creating a multiplayer VR game. In this game, I'm able to have a user select an avatar within the lobby, move outside the lobby to another room (e.g., Room #1). However, when I have them instantiate Room #2 from Room #1, their avatar data is lost. How can I maintain avatars during scene + room changes?

I'm getting the following error:

JoinOrCreateRoom failed. Client is on GameServer (must be Master Server for matchmaking) and ready. Wait for callback: OnJoinedLobby or OnConnectedToMaster.
UnityEngine.Debug:LogError (object) 

Here's my NetworkManager script

using System.Collections;
using System.Collections.Generic;
using UnityEngine;
using Photon.Pun;
using Photon.Realtime;

[System.Serializable]
public class DefaultRoom{

    public string Name;
    public int sceneIndex;
    public int maxPlayer;
}
public class NetworkManager : MonoBehaviourPunCallbacks
{
    // Start is called before the first frame update
    public List<DefaultRoom> defaultRooms;
    public GameObject roomUI;

    public void ConnectToServer()
    {
        PhotonNetwork.ConnectUsingSettings();
        Debug.Log("Trying to Connect to Server...");
    }

    public override void OnConnectedToMaster()
    {
        base.OnConnectedToMaster();
        Debug.Log("Connected to Server");
        PhotonNetwork.JoinLobby();
    }

    public override void OnJoinedLobby()
    {
        base.OnJoinedLobby();
        Debug.Log("Joined Lobby");
        roomUI.SetActive(true);
    }

    public void InitializeRoom(int defaultRoomIndex){
        DefaultRoom roomSettings = defaultRooms[defaultRoomIndex];

        //LOAD SCENE
        PhotonNetwork.LoadLevel(roomSettings.sceneIndex);

        //INSTANTIATE THE ROOM
        RoomOptions roomOptions = new RoomOptions();
        roomOptions.MaxPlayers = (byte)roomSettings.maxPlayer;
        roomOptions.IsVisible = true;
        roomOptions.IsOpen = true;

        PhotonNetwork.JoinOrCreateRoom(roomSettings.Name, roomOptions, TypedLobby.Default);
    }

    public override void OnJoinedRoom()
    {
        base.OnJoinedRoom();
        Debug.Log("Joined a Room");
    }

    public override void OnPlayerEnteredRoom(Player newPlayer)
    {
        base.OnPlayerEnteredRoom(newPlayer);
        Debug.Log("A new player joined the room");
    }

}

And my NetworkPlayerSpawner script

using System.Collections;
using System.Collections.Generic;
using UnityEngine;
using Photon.Pun;

public class NetworkPlayerSpawner : MonoBehaviourPunCallbacks
{
    public GameObject spawnedPlayerPrefab;

    public override void OnJoinedRoom()
    {
        base.OnJoinedRoom();
        spawnedPlayerPrefab = PhotonNetwork.Instantiate("Network Player", transform.position, transform.rotation);
    }


    public override void OnLeftRoom()
    {
        base.OnLeftRoom();
        PhotonNetwork.Destroy(spawnedPlayerPrefab);
    }
}

Any ideas for what I can do?