The override keyword can only be used to override virtual methods - that is - methods defined using the virtual keyword - so you can think of the override keyword as a partner keyword to the virtual keyword (and the abstract keyword).
Your GameScene class is ok, it has defined a virtual method called Hide.
To override the Hide method in a subclass, the subclass must inherit from your GameScene class.
The compiler error is telling you that the ActionScene class does not inherit from a class with a virtual Hide method - that is the clue to your error.
I am guessing you want your ActionScene class to subclass GameScene, rather than DrawableGameComponent. If you fix this, you fix your problem.
Game hobbyist hell-bent on coding a diabolical Matrix