The problem with the mouse wheel is ‘KeyGetDisplayName’ returns ‘NONE’ for it, no matter if it rolls up or down. I put something in Answer Hub about it, but I hardly ever see Epic address things put there.
I finally added all the stuff I did to the Wiki tutorial (and my Blog)… this is my setup:
https://wiki.unrealengine.com/Blueprint_Building_FPS_from_scratch#Controls_Menu