I had the same problem before, for some reason the player index 0 is always constrained to the keyboard, even if your log displays is OK, the event never call from your custom input inside your blueprint right?, FSlateApplication::Get().OnControllerAnalog is working well at this stage. (if you want check that, add a second player in split screen, your input will reach the second player only)
In order to fix this I modified a setting inside the project settings, go to Maps & Modes -> Local Multiplayer -> Skip Assigning Gamepad to Player 1, and another super important thing, after modify this setting restart the editor please,
it was one of the must annoying problem ever!, for me is bad coding practice from epic, (locking functions from no where in another portion of code from no where? OMG!!! ))))