I've been looking at your screenshots for about 15 minutes, and I'm still not sure what's wrong. It's hard without being able to poke through your project. However, I have two ideas you might want to try.
- I notice that your switches have generic names (Material_01 & Material_02). Make sure you set the physical materials in UE4 to those names and not they're intended to be.
- Also, you're using Get Player Character instead of Get Player Pawn in your BP. Pawn inherits from character, so it's probably not causing an issue. Might try changing them just in case.
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I know it's only two little things, but it might give you a lead. I've used this tutorial for footstep switches on three projects, so I'd like to think that I'm used to it now. I still don't see what's wrong with your implementation, and I'm really curious. Please drop a reply if you find a solution or have any updates.