Thank you very much for the guidance everyone.
I moved the Create Widget block to be straight after the Begin Play function rather than after the key press event and the checkboxes appear to be working fine now.
(The menu starts on the screen rather than waiting for the keypress so I’ll have to fiddle around with it and figure that out. Disregard. Fixed it 
)
Side-question, if anyone fancies answering it, is the blueprinting system a visual representation of the C++ that’s happening in the background? Or is it something simpler?