Yes, you need to add show mouse cursor when opening your pause menu. To fix the “click twice” problem, you have to set your playercontroller focus on menu item when you open your pause menu.
Keybinding works fine at my end using the method I showed you earlier. I am using an action manager in the FirstPersonCharacter that is connected to the settings menu, the custom pause menu does not have any action manager or uses keybinding at all.
Can you describe the keybinding problem in more details? Or did you mean the bug where pressing apply reset keybinding? (I have fixed that, it’s in the next update)