Two New BP Nodes
Selection Box / Marquee / Drag Select
and
Project World Location into HUD / Screen Space!
From anywhere!!!
These are static BP library functions you can use literally anywhere!
Most likely you will want to use the Selection Box code in your HUD class, and get the initial click point / anchor point and then the drag point to plug into my BP Node.
My Selection Box node has an optional class filter if you only want your drag-select box to select certain types of actors.
Enjoy!