Thats not called light bleeding.
Light bleeding is a defect/artifacts generated when you bake lights and the light filters into a mesh it should not filter to.
Also, until Lumen, unreal engine never supported anything of the like.
All inside/outside transitions are cheated by increasing skylight or changing eye aperture, or something else.
There is a way to get it right, and its not lumen… the community made GI replacement that lumen drew from (and destroyed) should do it somewhat nicer than the engine did at a cost.
A better way to achieve the effect though is likely ray tracing and an Nvidia engine build. If you just need to get a graphic because 2fps at best on the latest GPu is what you are likely to get.
And as suggested, adding volumetric fog is going to shade that fog a bit so you get light beam like effects.
But cost wise, you would be better off making a single plane mesh, adding a custom material that takes in the light input and angling it right in relation to that and the camera fustrum to fake the effect.
Overall we are talking many milliseconds of difference to the end result here - and yes, i understand you are just learning, but what is the point of learning wrong things you’ll never use?