In my testing (and digging through the source) Epic added those delegates to the VR Notification component in 4.14 but never implemented them anywhere! Which is a real bummer, and makes me a little frustrated. But anywho I was thinking of fixing it and making a pull request (although its a pretty simple thing to fix and Epic has a pretty bad track record for accepting pull requests…)
In my testing SteamVR its self does not use the Vive proximity sensor, and unless this has been updated (which is quite possibly true) this would still run into the same problem as above (since my code is using TrackedDeviceUserInteractionEnded as well)