Is this running on Tick?
If it is:
For some reason instead of being
Vinterped into the air, the character
drags along the ground to the location
on the XY plane.
Knowing what Movement Component does to the character Z, that’d be the culprit. Call Jump when initiating the Dash:
At a later stage, in case you run into issues while Setting Actor Location, consider using Add Movement Input / Vector instead - a more natural way to move Pawns around.