Passing formatted string to a macro

You can just do:

UE_LOG(LogTemp, Warning, L"Actor named %s has spawned", *Name.ToString());

Or in your case:

#define MY_LOG(CategoryName,Verbosity,Message, ...) UE_LOG(CategoryName, Verbosity, Message, ##__VA_ARGS__)

MY_LOG(LogDebug, Verbose, L"Actor named %s has spawned", *Name.ToString());