NOTE: I've assumed you've set up your camera so it can freely rotate around the character mesh and you want the character to rotate with it.
Although costly, the quickest way to achieve what you're after would be to use the Tick function inside your character blueprint.
On tick, get the rotation of the camera then set the rotation of the mesh to the same.
In case you are running into a limitation that's specific to the Construction Script, you can also try other approaches. Either:
doing the initialization in Event Begin Play instead of the Construction script
providing the Z Cursor Images variable with default values that suits your needs instead of programmatically setting them at start
Moving the RespawnPlayerEvent into the PlayerController fixed this. I think it had to do with the inability for the second client who joins (who is not the server host) to call a function in the GameMode (which only exists on the server).
To sum it up:
The player selects a character and stores the actor class in a
variable inside the GameInstance (this is ...