// You probably want to do this from your GameInstance subclass
...
// Namespace level in header
DECLARE_DYNAMIC_MULTICAST_DELEGATE_TwoParams(FOnInputModeChanged, int, PlayerIndex, EInputMode, InputMode);
...
// In class declaration:
protected:
    TSharedPtr<FInputModeDetector> InputDetector;  
public:
	/// Event raised when input mode changed between gamepad / keyboard / mouse
	UPROPERTY(BlueprintAssignable)
	FOnInputModeChanged OnInputModeChanged;

	UFUNCTION(BlueprintCallable)
	EInputMode GetLastInputModeUsed(int PlayerIndex = 0) const { return InputDetector->GetLastInputMode(PlayerIndex); }
	
	UFUNCTION(BlueprintCallable)
    bool LastInputWasGamePad(int PlayerIndex = 0) const { return GetLastInputModeUsed(PlayerIndex) == EInputMode::Gamepad; }

...

// In source
// Do this at startup somewhere
void MyExampleGameInstance::CreateInputDetector()
{
    if (!InputDetector.IsValid())
    {
        InputDetector = MakeShareable(new FInputModeDetector());
        FSlateApplication::Get().RegisterInputPreProcessor(InputDetector);

        InputDetector->OnInputModeChanged.BindUObject(this, &USnukaGameInstance::OnInputDetectorModeChanged);
    }

}

// Do this at shutdown
void MyExampleGameInstance::DestroyInputDetector()
{
    if (InputDetector.IsValid())
    {
        FSlateApplication::Get().UnregisterInputPreProcessor(InputDetector);
        InputDetector.Reset();
    }
}

void MyExampleGameInstance::OnInputDetectorModeChanged(int PlayerIndex, EInputMode NewMode)
{
    // Propagate dynamic multicast event, everyone else should listen on this
    OnInputModeChanged.Broadcast(PlayerIndex, NewMode);  
}