I had to fix the Header Search Paths and User Header Search Paths in both the UE4 Xcode project and my own Xcode project, “BuildingEscape”:
I made a symbolic link from “EpicGames” to “Epic Games” as advised here: Code Completion XCode - Programming & Scripting - Epic Developer Community Forums
I didn’t want to fix every entry in the search paths, so I only fixed the top level entry, and set it to recursive:
Lastly, I had to force Xcode to reindex the headers by following these instructions:
https://blog.kida.io/how-to-reindex-your-xcode-4-5-projects/
