In your situation you need to use GetDllHandle derived from FPlatformProcess class inside of your plugin StartupModule function .cpp, this class reference has been explained very well(!) in documentation
Here is a sample
const FString BaseDir = IPluginManager::Get().FindPlugin("<your_plugin>")->GetBaseDir();
const FString PluginDir = FPaths::Combine(*BaseDir, TEXT("Source/ThirdParty"));
FString LibDirMongoCxx = FPaths::Combine(*PluginDir, TEXT("<path to your dll include your dll>"));
auto CoreHandle = FPlatformProcess::GetDllHandle(*LibDirBoost);
if CoreHandle is not null pointer, your dll loaded successfully.
Then go build.cs file of your plugin and delay your dll by
PublicDelayLoadDLLs list by
PublicDelayLoadDLLs.Add("yourverynice.dll");
If you have any concern by order of loading your dlls, please change your loading order in .cpp.
I hope this helps…