Does UE have PlayStation DualShock tracking support?

As I traced the source code, the only supported VR tracking devices are HMD and Move controller (if with Sony’s patch installed).

It seems that UE is not supporting DualShock tracking at the moment, so, is there any future plan to support it?

Well, you haven’t looked at the source code of PS4 version. This functionality might have been cut down in Windows version.