I don't receive player mouse inputs until I click

It looks like using ‘Show Mouse Cursor’ is causing you to lose focus of the game window, which is expected behavior (but problematic in your case). One workaround would be to keep the cursor hidden, and add your cursor widget to the viewport normally. You can then get the mouse position and move your cursor widget to that position in the viewport. Since the viewport will never lose focus, you should continue to receive your input events.

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