Hi Shoiko,
I am going to see if I can create a project to reproduce the issue that you described. However, the error message that you mentioned seeing is one that I have come across before. The UBlueprint class is intended to be an Editor-only class, and that may be why the Editor is having trouble locating the reference. Try changing
static ConstructorHelpers::FClassFinder RPGHudClass(TEXT("Blueprint'/RPGEngineToolKit/RPGEngineTK/Blueprints/Huds/ModularHud.ModularHud'"));
to
static ConstructorHelpers::FClassFinder RPGHudClass(TEXT("/RPGEngineToolKit/RPGEngineTK/Blueprints/Huds/ModularHud.ModularHud_C"));
This will tell the Editor to look for the generated class that is created when you compile the Blueprint. I will keep working on trying to reproduce the issue that you have described, but if you could give that a try and let me know if it resolves the issue for you, that would be great.