Adding C++ DLL to Unreal Engine

I am developing plugin, that uses my third-party dll. When I add C written dll, everything is okay, I had experience adding cJSON, libcurl - they written in C. When I tried using C++ DLL, like I created custom dll for x64 windows, same configuration as in Unreal, project builds successfully, but after 75% on “Initializing” stage, I recieve error: “Error:There may be an operating system error or the module may not be properly set up”.

All my classes and structs have structure like this:

#pragma once

// definition derived to shared header, show here for example
#ifdef MTX_API
#define MTX_API __declspec(dllexport)
#else
#define MTX_API __declspec(dllimport)
#endif

struct MTX_API ClassName
{
	ClassName();
	ClassName(float);
	~ClassName();
private:
	float fps;
};

I’m linking my custom dll and dependant dlls through additional include paths, additional libraries and runtime dependencies. Did I missed something in my Custom DLL project? or something’s wrong on my UE side implementation?