Couldn’t get the ConvertScreenLocationToWorldSpace to work as I needed but then realised I didn’t need to do this anyway.
I was working with orthographic camera width 500 with the camera located at 0,0,0. Because of this the left side of the screen was at -250 in Y direction.
So to get the actor (blue square in above example) to spawn on left of screen I simply needed to set location to 0,-250,0 . May need to add some offset amount if origin/pivot point is not on left of mesh.