I made a material that allows me to curve my HUD, so give the effect that it is a helmet HUD. The problem with this method is that unfortunately, if I put anything that can be interactive with the mouse, well there is a shift in the position of the mouse. Basically, the widget itself has this curve, but on the other hand the mouse does not take the curve into account, so a button remains (for the mouse) in the same place, whereas visually it is not in the same place. Does anyone have an idea how to resolve this? I really have no idea what I can do to fix this problem.

And here is a little gif of my problem : https://giphy.com/gifs/NdmNZtpy6eQeU4kjog/fullscreen
Thanks for your help!
As you have probably realised, you are transforming the overlying texture for the widget without actually changing the underlying widget itself.
Unless you can actually add a three dimensional skew to the widget which matches the texture, you're going to have problems with selection and I expect further problems when taking into account different screen resolutions. Also the Transform Render Target nodes for UI Widgets are really meant for one-off transformations and not permanent ones.
Here's is a tutorial for the effect you want to achieve without interaction. As you can see, it's just a shader effect and doesn't alter the underlying buttons so unfortunately you can't press anything with the mouse.
https://zaggoth.wordpress.com/2018/11/08/ue4-tutorial-creating-a-parabolic-curved-2d-widget-hud-like-halo-destiny/
Instead of using flat UI components for this, it might be better to use something like a '3D widget interaction component' and attaching to you player camera. These are actually three dimensional objects by nature and might be a better fit for what you're trying to do.
Here's a link to the documentation: https://docs.unrealengine.com/4.27/en-US/InteractiveExperiences/UMG/HowTo/InWorldWidgetInteraction/
Other than this approach, you're going to have to find a way to manually distort the UI Widget which I'm not sure is possible and may end up being a nightmare to maintain.