How to change window style for hwnd ?

This is not your exact solution but I think you have to use Unreal Source code (because this kind of modifications require engine based changes) and look at this header or maybe SWindow & SNew.

https://github.com/EpicGames/UnrealEngine/blob/release/Engine/Source/Runtime/Core/Public/Windows/MinWindows.h

Because when I tried to implement two way window scroll (not widget based), I found “NOSCROLL” definations in here.