I have checked my “Advanced Vehicle Kit” project in 4.15 Preview to make sure it’s working, so i can mark it compatible on the marketplace but, i think i have found a bug which can make the UMG not working/responding to any input.
Clicking outside of a button or just on the screen where, there is no UMG/Widget, the mouse cursor disappears and the UMG lose it’s focus.
After that no matter if you call a “Show Mouse Cursor” and/or a “Set Keyboard Focus” function the mouse cursor will appear but the UMG will not work from now on, only if i press the Shift+F1 (which you can’t if you make/run a build of the project) key combination when the mouse have appeared.
Using the steps you provided I was able to reproduce your issue.
What you need in your Blueprint is a set input node, these nodes can give focus to both UI and the Game as needed. From the steps, you posted to fix the issue I did the following:
After “Set Show Mouse Cursor” on your F Key Pressed event I added the node “Set Input Game and UI” The Target is the Player Character and the In Widget to focus is the Widget variable you made
After “Set Show Mouse Cursor” on your G Key Pressed event I added the node “Set Input Game Only” this node will restore focus to the game