I dont know if this is what you are looking for but there are nodes called "Set Input Mode (e.g. “Game” or “UI only”).
There is also a node called “show mouse cursor”. You can call it from your player controller and set it to true.
By the way, I tried the Unreal Engine example “First Person Shooter” in which the mouse controls the “look around”, and same problem exists, Shift + F1 releases the mouse when running on Editor, but on Packaged Mode does not.
Hi,
I have a Third Person Camera that I can move with the mouse around my Character (Pawn). I can press Shift + F1 to release my mouse and do other things with it.
Now, when I package my project (Linux), the Game takes ownership of the mouse and does not let go; I need to to ALT + TAB to gain some control of it (while the Game is still receiving the mouse input). What I want is to be able to get access of the mouse and be able to control focus of other Programs (windows) without the Unreal Game still reading the input; again, this shows ONLY in the Packaged version, when I run in Editor mode, everything is fine.
How do I solve this?
Thank you.
That’s default packaged behavior. ALT-TAB is all you have once packaged. As UnhingedGoon says, you can release the mouse within the UE window, but that still wont give control back to Windows.
I added the functionality in the attached picture to my level blueprint. I can “escape” the mouse control and re-gain it, but I cannot give it back to the game 
how do I achieve that?
see attached
[key press z]->[Set Input Mode Game Only]
[key press q]->[Set Input Mode UI Only]->[Set Show Mouse Cursor]
I added the above functionality in Level BP. I can gain Mouse Control (for UI) but I cannot give it back to the Game… what am I doing wrong?
Like I say, it will not release the mouse. That is editor behaviour… 
I have almost exactly the same thing, except I use SetInputModeGameandUI, then back to SetInputModeGameOnly. That works for me.