ConvertWorldLocationToScreenLocation predates UMG, it’s only designed to give you correct screen locations if you’re using it for screen related things that map directly to the game’s resolution, like AHUD/Canvas.
UMG/Slate do not exist in the same 2D unit space as the rest of the game. The game’s resolution scale is one source of that difference, another is DPI scale. If a DPI scale has been applied, you still need to transform that “Screen Location” which is in Resolution Scaled, and non-DPI space, into the space of widgets if you plan to use it with UMG. There’s a couple of utility functions that might be in 4.6, UWidgetLayoutLibrary::GetViewportScale, which if you applied the inverse of, after applying the inverse resolution quality, you’d arrive at the proper position for UMG for fullscreen UI.
If you’d like to grab from GitHub, I’ve added a utility for 4.8 to make this task easier, it’s UWidgetLayoutLibrary::ProjectWorldLocationToWidgetPosition.