When I press Play for PIE, I can access the Button (when i click one, the other disappears), but as soon as I click in the Editor, I cant access the Buttons anymore, UE just ignors them. The same when I call the menu while playing, my mouse is appearing, but it has no button interaction (not even a hover effect or anything).
Take a look at the following two nodes in the Player Controller BP. The mouse cursor is not visible by default. Shift + F1 only works in the editor. It will not work when you compile the game for release.