I worked on this bug now all day with a custom component and the thing (I think) that solved it was that you should not use NewObject but to use the
ATest::ATest(const FObjectInitializer& ObjectInitializer):Super(ObjectInitializer){
constructor and then use
ObjectInitializer.CreateDefaultSubobject <UTest> (this, TEXT("Test"), true);
to create the object. at least that’s what fixed it for me.