I don’t know if you still need it, but I also had a problem with retreiving Last Input Vector for Character Movement component, but I figured it out.
When Character was controlled by AI Controller and moved with any of the AI move to tasks (AI move to, Simple move to, move to location or actor etc.) the Character Movement component kept returning 0,0,0 as a Input vector.
However, it worked correctly when I ticked “Use Acceleration for Paths” in Character movement component in Details window. So now I succesfully retreive Last Input Vector from AI-controlled characters.
It works in unreal 5 (possibly in 4 as well, haven’t checked)/
I hope this helps.