make two variables, ClosestDirEnemy, and MinDirEnemyDiff (set that to 1 before the loop)
GetAllActors of enemies within a certian radius, then loop through them. In the loop, set MinDirEnemyDiff to the dot product of the LookAt between the enemy’s position and the unit vector of the direction you are pointing the thumbstick in world space, But only if it is less than the current MinDirEnemyDiff already set. If you set the MinDirEnemyDiff then also set ClosestDirEnemy to the current enemy in the loop.
When the loop is completed the ClosestDirEnemy should be the enemy that stands in the spot closest to the direction your thumbstick is pointing in worldspace.
i havent tested this idea - let me known if it works.