Hi Peude,
We do not support 3rd Party software. For support with Mixamo characters, please contact their support at: https://www.mixamo.com/help/
However, I was unable to recreate this issue with Epic assets by retargeting the assets from the animation starter pack or using the Mixamo_Vanguard in the tutorial pictured above. The instructions explain how to correct the arms clipping by adjusting the current base pose from an “A” pose to a “T” pose. Once you have adjusted the pose, you can click the “Save Pose” button.
Once you have adjusted the base pose, when you go to retarget your skeleton should be in a “T” pose like this:
If you retarget “T” pose to “T” pose, you should no longer have a problem with the shoulders clipping as shown above.