That’s correct. Even when using the Project Debugger, you need to have access to the same version of the engine that was the dmp was generated from.
If your client .exe files are compiled on 4.12.5 CL#3039270 Source that you got from Github, any machine that wants to debug a dmp generated by that .exe will also need 4.12.5 CL#3039270 Source. Even if it’s the same changelist as the Binary, a Binary build will not work as not all of the files that are generated by GenerateProjectFiles.bat for a Source build are present in a Binary build.