What version of the Engine are you using for this? In 4.6.1, there is no FName constructor that accepts a FString parameter. Is your actual code for accomplishing this different?
I am sorry for the delay in getting back to you. I tested this issue again in 4.6.0, but was not able to see the results that you described. I added the following code to the constructor for a character:
I tried packaging the game and received the following results:
The blue line is from the line of code that prints the value of aName, and the white is a UMG Text Block Widget showing the value of aName. This image was taken when I packaged for Windows 64-bit. I received the same results when I packaged for Windows 32-bit.
We have not heard back from you for a few days. I will be marking this post as resolved for internal tracking purposes. If you get a to create a sample project, please feel free to upload that and re-open this post.