This is perhaps the only forum that had a similar scenario to mine, shame there was no response, the ctrl+esc was a good help to even having access to the cursor though. current situation for me is the following: This setup works in editor, does not work for the packaged game.
I intend for the player to view main menu through a cine camera, this was done through set view target blend but it didnt like that so i made it a camera component. and currently set the input mode to UI only, and have set show mouse cursor to true. that being done in the level blueprint and after creating the widget. I then redid this again within the widget itself on event construct.
The camera setup is done through the camera components auto activate functionality and until now have been using tab arrows and enter to use it. I thought it could be due to this article Hide Mouse - Widget Confusion - #5 by Wontague but by adding a invisible button with a -1 ZOrder so the mouse cursor has something to interact with the cursor has yet to show up i have noticed for me that once the cursor shows up through ctrl+ esc and clicking frantically around the screen it does deactivate on the bottom of the screen, suggesting that the button doesnt work there.
To add on to this, this only works with the main menu when the game loads up. any other UI works perfectly fine with the cursor showing. Though those widgets are not created through the level blueprint and are called by using the player blueprint to call the game mode variable and therefore call the c++ function i created to create the widget
I then saw another article that tested with input commands like press 0 and this will set it to input mode ui and show mouse cursor and (i thought because i did this at event begin play doing it again would not work) i was wrong it showed up, i then chose to try doing a delay at event begin play on the level blueprint before setting the input mode and show cursor and it then worked. Must be that the input mode was being set so fast it doesnt work. Makes no sense. Anyways, if you encounter the same problem try this.