I think you can make it by checking the MovementComponent like:
bool IsFalling = false
if(MovementComponent)
{
IsFalling = MovementComponent->IsFalling();
}
and then
if (GEngine && IsFalling )
{
GEngine->AddOnScreenDebugMessage(-1, 5.f, FColor::Blue, FString::Printf(TEXT("IsFalling: %s"), IsFalling));
}