You are on right path sir!!!
Dont create any runtime thing in Constructor, because of UE4’S Reflection system constructor is used little bit different as in native c++ code…
That means Engine will parse class constructors to make classes available for Blueprint, but this parse actually will not create / construct this object really, just reflecting his default data to his child blueprint classes 
Engine has some very good virtual functions which you can override and use them as “Constructors” like OnConstruction, OnPostComponentInitialized, BeginPlay etc… which will run only when object / class is created and initialized fully… you can create objects there safely, but be aware… some of those functions will run in Editor too (when you place your class in the world) 