Does UE4 support Active Ragdoll?

If you mean like Euphoria in GTA, then yes, but not necessarily “by default”. Active ragdoll is literally what the name implies, a “ragdoll” that is “active”. To make an active ragdoll, you need to animate the ragdoll while it’s simulating, which is done by applying angular forces or motors to its joints.

There’s a marketplace asset for active ragdoll: Active Ragdoll in Blueprints - UE Marketplace, and it has with a free playable demo in the description (which I’ve had for years).