The health bar uses a material for rendering, so you have to go to:

Inside you will find multiple parameter :

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Those one are used by blueprint, modify it is useless

TEXTURES

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Small Bar Texture is the segmented texture on bar

Note : Be sure your texture is like this in engine. → Be sure to use transparency where there is nothing. (in .png file)

bar (1).png

Texture is for how the bar will look like, transparency is take in charge.

COLORS

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Those one are for the color of the health bar: