Hey iniside,
I looked at your project and saw that your mesh with the cloth has more bones than the base mesh (leaf bones), which is fine, but does not play well when combining cloth and SetMasterPoseComponent. We had a bug a little while back that was marked as By Design/Won’t Fix because we have a method that we recommend over SetMasterPoseComponent. We generally recommend using Copy Pose from Mesh in AnimBPs.
See UE-34182
For your case, another alternative would be to treat your cloth as an attachment instead of part of the base itself. You can give it it’s own bone structure and attach it to the hips.