edit:
Actually that too is out of date.
There is currently, for me in UE 5.4, a setting/property on custom hlsl nodes for “Include File Paths”, which allows you to do this. Do not attempt to #include
directly in your node’s code, it will not compile.
Also note, the path itself is in the style of what unreal calls a “virtual shader path”. It is a bit annoying to setup as you will need to actually register a folder and give it a name, in order for your headers placed there to be resolved correctly.