The documentation say the value is in host byte and the receiving function uses network byte order. I am not sure what to do.
Extra points for a sample that uses IPv6.
FString address = Address;
FIPv4Address ip;
FIPv4Address::Parse(address, ip);
TSharedRef<FInternetAddr> addr = ISocketSubsystem::Get(PLATFORM_SOCKETSUBSYSTEM)->CreateInternetAddr();
// Convert to Network Byte Order
addr->SetIp(ip.value);
addr->SetPort(port);