There seem to be a problem with Unreal 4.14 In that “action mappins” in project settings, event’s are not available to be found with the context sensitive option enable.
a HUD could quite well require a state change based on user input a good example of this would be the FF7 Remake menu (at 1:19 in PlayStation Experience 2015: Final Fantasy VII Remake - PSX 2015 Trailer | PS4 - YouTube) another Example would be Kingdom Hearts Games that use the same style of menu and this Engine.
So why are these options not displayed as part of the Context Sensitive options.
This isn’t a bug. The HUD is owned by the Player Controller and meant to be used in conjunction with the Player Controller, so there is no need to accept input directly in the HUD. Think of the HUD as just the part of your game loop where you can write stuff to the screen, that is all it is. Put your action mapping nodes in your Player Controller, use them to change whatever values need to be changed, and then use the HUD to display those values.
A good pattern to follow is to make sure the HUD is stateless. Also, for menus you might find that UMG works a lot better than the HUD.