Destroy moving actor not working all the time

You will need to switch to Projectile Movement Component for the bullets - it comes with additional features that help with handling high velocities; as a bonus you get a ton of other useful stuff:

For example, you may not need this feature now:

But as soon as the projectiles stat moving really fast, this comes in handy.


Regular physics will almost never be enough for something like this, especially if you expect to build a more advanced system.