Hey there,
So I posted a question [RESOLVED] Mouse delta when mouse at edge of screen = 0 - Programming & Scripting - Unreal Engine Forums but from what I can tell this issue is actually a bug.
The issue is that when you hide the mouse using an input function (using the show mouse cursor = false) than attempt to do anything that uses the mouse delta, mouse x/y or mouse x/y as an input, the value than reverts to 0 when ever your mouse hits the edge of the screen (even though it is no longer visible).
You stop getting a return value of zero only when you use the input a second time, but only if the show mouse cursor value is already false.