Composite Fonts, How to use?

That’s correct, Canvas will use the first font unless you specify otherwise.

Specifying which font to use for a HUD is a little cumbersome though, as AHUD doesn’t have a function that takes a FCanvasTextItem, so you’ll have to use the underlying Canvas directly… something like this:

if (IsCanvasValid_WarnIfNot())
{
	FCanvasTextItem TextItem(FVector2D(PosX, PosY), YourText, FSlateFontInfo(Font, FontSize,"Italic"), FLinearColor::White);
	Canvas->DrawItem(TextItem);
}

It’s fine to use composite fonts in C++, however they are best supported by Slate/UMG, rather than Canvas/HUD, and we recommend that UMG or Slate be used for any non-debug UIs.