UMG button list keyboard focus lost after reaching last button

I also wanted to be able to change button style for every single button

It’s this:

I’ll admit I abandoned buttons quite a long time ago. They’re good for basic clicking and absolutely horrible for doing anything else. As soon as you need a button to do something it was not explicitly designed for, you hit a brick wall.

Wrappers work wonders. You take whatever native UMG element and wrap it with a User Widget, add functionality, data, event dispatchers and whatnot. And if you ever need to maintain that widget in any way, you change that one widget rather than visit numerous menus and/or fiddle with styles.