Why is my 3rd person character not rotating during delta direction?

not positive your desired results you want, but since you stated this “the face direction of the player when moving is not changing to the movements of the mouse” I assume you want the character to rotate upon your mouse yaw movement. to do this you open your character BP goto the details panel with (self) selected, and under ‘Pawn’ check the checkbox for ‘use controller rotation yaw’ …

or instead of that maybe you want your to character to rotate with WASD instead of with mouse input, if so ignore above and do this, open your character BP select the character Movement component look at details panel, under ‘Character Movement (General Settings)’, check the checkbox for ‘Orient Rotation to Movement’