Thank you for your answer ! 
I read both your links, but there is still some technical information missing.
I have managed to fade in (and fade out) scenes using the Matinee Actor without problem.
I have came up with two ideas how to do the fade between two camera positions in the manner that is used in Ethan Carter: but I am not sure how to do any of them using Unreal Engine 4.0, even though I know how to do it using Unity.
These are the two ideas I came up with:
-
Sample a few rendered frames. Then use these frames as overlays that I fade after I moved the camera. Problem is that I am not sure how I can sample frames from a frame buffer and then use these sampled frames in a fade sequence!
-
Use two cameras that render two locations at the same time. Then render both cameras on screen and fade between them using alpha or similar. No idea how to do this in Unreal Engine 4.0. I’d need to render both cameras and then have a reference to two frame buffer objects that I fade between.
Any ideas? 
Thank you again for helping.