To do that you need to be able to composite Over the live feed from your camera that is recording the actor and LED wall. If you’re compositing in Unreal you can make that happen by capturing the video and then using composure. Most likely though you’ll likely use an external video box to composite (or key) video on top.
In either of these examples you’ll want to be able to render the foreground graphics separately along with an alpha channel or green/blue background to key. You could render the same image as the wall but include alpha for the object to be in front. So that has to be rendered in sync and output as a separate real time video that your box will composite on top.
Typically the LED wall is kept a little soft to avoid moire but if you composite directly on top of the actor the object will be sharp so trying to match foreground and background in these cases will be difficult where it makes that transition. You’re going to have to also have to composite in Unreallayout to conform to the proper depth and parallax.