Thanks for your suggestion. Note that I need to implement this inside the code you can see above. Im’ not really sure what your are suggestion so let me explain a bit and maybe you can help a little better:
a) Just to be clear the ‘pivot point’ or ‘cursor’ is a Blueprint Actor inside the scene and while you move or rotate this actor, the objects need to adjust accordingly (which they do like shown in the gif above).
b) The input ‘Cursor To Instance Offset Vector’ is probably what you mean with the ‘relative delta vector from the pivot point to each actor’
c) When you say ‘when you rotate your pivot point, rotate the delta vector too’ then this is exactly what I’m asking: How do I do this? A small code example that fits into my code example would be very helpful 
Thanks a lot for your advice, you are very much appreciated!