How to mark delegate as deprecated?

Had the same problem. The error message is misleading.

Change your declaration from

DECLARE_DYNAMIC_MULTICAST_DELEGATE_OneParam(FAbilityActivateDelegate, UDEPRECATED_Ability*, Ability);

to

DECLARE_DYNAMIC_MULTICAST_DELEGATE_OneParam(FAbilityActivateDelegate, UDEPRECATED_Ability*, Ability_DEPRECATED)

and that should clear the error.