I’m not familiar with the sequencer. But I’ll try my best:
The HUD class uses Slate (line of codes) to draw HUD on the player’s screen.
Widgets use a graphical interface (boxes and stuff) to draw HUD on the player’s screen.
They are two different things (you can use one or both in combination).
If something talks about “HUD” in UE4, it talks about the base HUD class used by your game and referenced in the game mode you’re using.
The sequencer is hiding any HUD drawn by your HUD class when you tell him to but it won’t communicate with Widgets as it is a different type of object.
You’ll have to build a custom logic that hides the Widgets I believe.
Also, you’re not plugging any reference into the “Owning Controller” pin when creating your widget, maybe you just need to tell him what controller is owning it to automatically add it to the list of things to hide by the sequencer. But I doubt it. (try by linking “GetPlayerController” to it, even if it’s not a good habit at least we can try it out).