Thank you for your advice, Jimbohalo10 
Yes, as you mentioned, I believe it’s stated in the documentation that the Photo Capture mode is not available in UEFN.
To prepare custom lobby images for UEFN or sessions launched from UEFN, we would need a feature that allows us to overlay the watermark displayed on the screen during Photo Capture mode using something like PostProcess. However, this method is not very convenient, and it would be better if we could use existing features in new projects created in UEFN.
I couldn’t find any requests regarding Photo Capture mode on the Forum, and it’s also not listed on the Public Roadmap, which is why I decided to submit this request.
As you said, it would be great if this is supported in the future…