[I am having exactly the same problem.
I did all the steps you listed above.
If I create the same blueprints in a Blank project it works perfectly but in
my current project it fails ever time. The pawn is always = none.
Ive seen many posts on the same exact problem and no fixes,
Is this a bug ?
Im trying to get a grasp on UE4 but this sort of problem is a killer.