ApplyDamage not firing EventAnyDamage

Assuming your BP_Cube is a descendant of Actor class which has a cube static mesh as its component, nothing seems wrong.
When EventHit triggers, check if you get BP_Cube actor from ‘Other’.

ApplyDamage needs only two conditions to trigger EventAnyDamage

  1. DamagedActor should be valid.
  2. Damage should be a positive value