Show mouse cursor Widget problem

I think I might have encountred a bug in UE4. I have a ui/widget that has a button. While the menu is up, the mouse cursor is showing. If I click the button I set the “Show mouse cursor” to false
But what happens is, the mouse cursor is still showing until I click the screen (like when you press play, the cursor can move outside of the “game” aswell until screen is pressed). Any ideas, how to solve/work around this?

(also any button I hold while clicking, usally W for walking, stops working and I have to press it again to be able to move again)

Tell me if anything was unclear, and so on.

I added the set input mode game only, but forgot to add the "player controller as target