Wow… forgot I even replied in this topic 
Got back here from this post: Enable console in shipping build - #14 by amadeokusch.
Anywayz, in almost all of the UE3 games I found, the Console is there, but “disabled” in the most rudimentary way (by some bool or function that returns true/false). In UE4, Shipping builds are frameworked to exclude the console via #ifdefs, as well as some of the cheats (fly, walk, ghost). I’ve managed to build the Engine in the past (4.21) by removing all of these constrictions and getting a clean 4.21 Shipping with almost everything a Development build has.
But to respond: you have to build the Engine like mentioned above, then identify where the Console and CheatManager are instantiated and “reconstruct” them in your own code. I use ASM ripping from my Shipping with all features on and porting said code to any game, regardless of UE4 version (sure, there are some differences between 4.21, 4.25 and 4.27).
My tables usually contain reconstructed code that’s hooked in place of the nullstubbed cheat commands
BR,
Sun