It can be made to work with some effort. PP materials are only working with a view state because they are pooled in the view state. It needs to either skip pooling or use a pool stored somewhere else when no view state.
One other workaround idea - if you are rendering a small subset of things into your scene capture instead of the whole scene (through ShowOnlyActors), then you can actually override their material to one that outputs depth / normal / whatever in BP before you call CaptureScene, and then restore their material after.