The projectiles don’t fall or bounce. But the edge of the screen is not the end of the level. So the blocking volume needs to be dynamic and move with the character so that he can’t shoot out, but enemies can shoot and walk into the blocking volume.
After some searching, I couldn’t find exactly how to do this, so I’ve made a new thread.
How do I get a Blocking Volume to Follow the Player?: How do I get a Blocking Volume to Follow the Player? - Blueprint - Epic Developer Community Forums