Right so I Found what I believe the issue is :
The “Component Class” attribute in the details panel (see above) had a tooltip I didn’t see that warns that “only native types are supported at this time”.
This makes a lot of sense since I went through the source code and the “BP_Mistral.PLACEHOLDER-CLASS__BP_MistralShootingStateMachine_C_0” is a Blueprint way to avoid recursive dependencies.
I feel like the issue is that the class is not yet loaded but is used and I guess it simply doesn’t work. Then also it is a bit strange that there isn’t a native class only filter on it 
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@gh0stfase1
My workflow on this project has been to do as much as possible in c++ and when needed, do the music / FX / textures / etc… in blueprint. From a purely higher standpoint, It’s a bit a pity because it would make extending c++ to blueprint so much more logical and easy (imo).
I’ll try your suggestions and maybe look into the c++ OnConstruction event but i feel like I will lose the component defaults panel details, which again is a shame.
Another idea I had was to create a BP_MistralShootingStateMachine in BP_Mistral and then override the existing MistralShootingStateMachine attribute.
I’ll keep it updated so that if anyone stumbles across this topic with the same issue, they’ll have a tested solution in hands.
Thanks !