https://udn.unrealengine.com/s/question/0D54z00008xo1TpCAI/commonui-left-thumbstick-input-do-not-trigger-onkeydown-properly-even-if-there-isnt-any-navigation-event-being-triggered?fromCase=1
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-181572 in the post.