Post feature requests in feedback forum. But here few notes related to your request:
-UMG is just a Slate wrapper, so what you requesting is glow in Slate (and UMG support for it too ofcorse)
-Materials don’t glow in Slate because lightning is not rendered in it, Slate is very simplistic in rendering.
As alternative solution think out of the box, you can make widgets under widget that makes glow, you could use material for that. Or insted of using Slate/UMG make menus composed of actors fixed with player view.