In SceneCaptureComponent you can define ShowOnlyActors or Components and add your character to it or anything else that you want to appear. This will have performance upgrades for sure and neglect the rest of the picture rendering black.
You can stencil out the currently created render texture in ui material or other material with chroma key if you defined a color at the RenderTargetTexture and you are not writing black on it. This is a bit tricky to control so cons is that.
Better get a scene capture with alpha channel with RenderTargetFormat RGBA8 (with alpha) and Capture source as FinalColor LDR with alpha, simply this texture will have an alpha channel that you can use alpha as mask in your material and for background place anything you want or do more. Since you are not rendering anything but character mask would be the shape of character.