When using Fullscreen Mode in OSX without the native resolution then the mouse position in UMG is calculated wrong. I see the Cursor on the screen but the Widgets responds at a different position (left over the cursor). It seems that the Position is calculated by the OSX Resolution.
I tested your project and can confirm what you are reporting. I did some digging and found this issue has already been reported. UE-16932. We are working to address this issue and have it fixed in an upcoming release. If you have any further questions please let me know.