So you want to steer different directions while you fall from the sky, when you jump out of the spaceship?
Then it might be as simple as just increasing the character movement’s Air Control values in the details panel when you clicked on the CharacterMovement component in your character blueprint.
If you need to program the movement more yourself you can change the pawn movement mose to Flying, which makes it move more like Spectator mode but you can add things to it like your own gravity and movement code.
I think just changing the animation and increasing air control and maybe decreasing gravity until they land (and then put the values baxk to normal) would work well enough though.
I am guessing because i havent tried it