I used to do things like that all the time. And I researched and learned a lot of things about Unreal passes and how I can render separate elements and so on.
For example the depth of field system is pretty good and for certain shots I will be able to use the integrated DOF system. But for other shots I will have to render separate elements and a depth pass and do it in post. So it’s not like I can escape the render elements and composite stuff.
But I will at least try to do it as much as possible “in camera”. If at all possible, and if I will not have to fight the engine too much, as you said it. Plus I enjoy the tinkering part and building custom stuff in engine. In 3ds max I made lots of tools and custom stuff for myself and the same for Cryengine back in 2010 I made a raytrace like motion blur and depth of field plus area shadows - with a multi-sampling system. And this was back in 2010.
These days I will not have that much time for custom tools and stuff, but I will still try to get certain things in engine. It’s so great to build worlds with real-time GI.