Hello v1X3Q0!
I created a tutorial plugin project a while back that illustrates how to create custom shaders (vertex, pixel, compute) shaders on the project level.
If you’re still interested in creating a compute shader, you’re welcome to check it out 
I’ve also created a plugin for more easily using renderdoc in UE4 if you would like to debug the shaders you’re working on as well
Hope this helps!
Best regards,
Temaran