Does UE4 have client-side prediction built in?

Hm. It’s actually in the screenshot:
“EventMoveToLocation” in the BP_WarriorController is a replicated event that executes on the server. It just takes the controlled pawn, casts it to BP_WarriorProxy (remember that BP_WarriorController controlls the proxy pawn), takes the AIController (which we saved previously) and basically calls its MoveToLocation method (which in the screenshot is wrapped into EventMoveToHitLocation but that’s not important).
I know, it’s confusing but if you grasp the idea of who-controls-whom you can implement it your own way. Our current implementation for example does not need the proxy pawn and still works fine.