Hi and hello again ,
Concerning the infinite loop: I suspected as much but did not think this could be this way intentionally. I guess that is why this event is called “construct” and not “constructed”. My mispinterpretation. Still, could a delay break a circular dependency?
As for the other Questions:
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Yes I can reproduce it
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No, I have a custom Player Controller so this option does not exist
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Text files are not allowed and I have too many characters to post it here so I had to take screenshots
[edit]I missed the seventeen… sorry
Hope I did not miss anything.
So from my point of view there are at least 2 Problems here:
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The mouse does not lock to the viewport but the window.
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The lock can be broken by moving the cursor against the edge and
clicking wildly at the same time.
I suspect the click on the viewport breaks the lock because the viewport is not the lock target so i see this as consequential error.
:
Watch the picture again. I casted from Widget to UserWidget, not the other way around 
I did not test if the casting failed though, but since the Widget was added to the viewport I do not think it failed.
Also I never set the Game Input Mode in more than one place.
PC_Edgescrolling… well we started with the edge scrolling tutorial. It will be renamed/replaced later.
The Multiplayer is a good point. As you’ve seen I used created the widget in the player controller in the guide above. I think the Example is as you suggested?
Thanks to both of you for your time and the help you provide!