Ambisonics plays but doesn't have HRTF functionality in Unreal 4.19. (Oculus Rift VR Setup)

The naming condition allows us to automatically mark the file as an Ambisonics file on import.

Otherwise you will need to manually mark the SoundWave as an Ambisonics file here, in the SoundWave properties:
SoundWaveAmbisonicsBool.PNG