I know this is an old post, but I’ve stumbled upon it several times while trying to find the solution to this problem.
#include "Windows/AllowWindowsPlatformTypes.h"
// Call this somewhere in the initialization. I've done it in GameMode->BeginPlay
SetWindowPos( GetActiveWindow(), HWND_TOPMOST, 0, 0, 0, 0, SWP_NOMOVE | SWP_NOSIZE );