Update to the update
To get rid of the intelisense error you can change
#include "CoreMinimal.h"
to
#include "EngineMinimal.h"
Then you can just use:
UClass* Result = FindObject<UClass>(ANY_PACKAGE, *ClassName)
Source: Issues with ANY_PACKAGE used in FindObject - Programming & Scripting - Unreal Engine Forums
Also note that if the engine hasn’t loaded the class, this might not find it. In that case you will want to use this to load the class:
UClass* Result = StaticLoadClass(UObject::StaticClass(), nullptr, *ClassName, nullptr, LOAD_None, nullptr);
Source: An issue with runtime saving/loading of Blueprint Classes - Blueprint - Unreal Engine Forums