Explaining components initialization functions flow..

[BrUnO_XaVIeR]

@Roig

Then, if the constructor is always called for each instance, which is the purpose of the CDO exactly ?

Without a CDO there is no way for the engine to create instances of the Class.
Your C++ Class is precompiled into that generated Class, then spawned instances are copies of it.
When you package a game, your C++ code doesn’t exist anymore; so a precompiled CDO is needed for each Class where instances will copy default values from.

And, Constructor and construction script?
What is the construction script in a component and in an actor in c++?

Epic added to Blueprints that special graph that executes when new class instance spawned (trying to emulate C++ Class Constructor).

Internally Unreal executes a call to that graph once “SpawnActor” routine was successful for that instance;
Behind the scenes that graph is a Function Graph. Function Graphs are Objects auto generated and attached to your Blueprint Class that don’t really exist in the C++ version of your Class… So you can add functions to Blueprints using the Blueprint Editor while your C++ Class has no idea at all that such function exist on the Generated Class (Blueprint Object).