Couldn’t get the ConvertScreenLocationToWorldSpace to work as I needed but then realised I didn’t need to do this anyway.
I was working with orthographic camera width 500 with the camera located at 0,0,0. Because of this the left side of the screen was at -250 in Y direction.
So to get the actor (blue square in above example) to spawn on left of screen I simply needed to set location to 0,-250,0 . May need to add offset amount if origin/pivot point is not on left of mesh.
Just thought I’d give an update incase useful for someone who missed the obvious like I did.
As a note about ConvertScreenLocationToWorldSpace, the World Location it returns is actually the location of the camera, and you then add the World Direction (multiplied by something to make the ray longer) to cast a ray in world space.
However, as you said, this is not necessary with an orthographic camera, but that does explain why your actor would appear at the center of the screen.