Your going to want to start by figuring out your cell shading. The easiest way to handle this would be with a post process material. Here is a decent tutorial that goes over that and also links to a Epic Live Training stream that can help too: UE4 Tutorial: Toon Shader (Borderlands/Jet Set Radio) - YouTube . The next step is harder, getting the actual shadows to have texture. Here, you can use a texture like this:
This texture can be repeated in world space or based on camera position. Clamp / threshold this the smooth gradient based on the value of the shadow. This would create smaller circles where it is lighter, and larger circles where is is darker. Add or multiply those circles on top of shadow. It won’t be easy but you should be able to achieve the visual effect you are looking for. Hope this starts you in the right direction.