The health bar uses a material for rendering, so you have to go to:
Inside you will find multiple parameter :
Those one are used by blueprint, modify it is useless
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)
Texture is for how the bar will look like, transparency is take in charge.
Those one are for the color of the health bar: