Idk if this will help, but apparently this bug has been around for at least a year, and sprays may be an disallowed object in UEFN, making it impossible to spray. I could be completely wrong tho lol.
There is also a glitch that makes sprays invisible in creative 1.0 after starting/reloading a map (the spray is still there and can be deleted, but no art is there), which might affect UEFN and make sprays hard to work with if this bug is fixed.