Hey iigekaz,
There is a Zone Visible During Game Setting.
But what I think you need for this is to make some sort of cone shape in modelling mode, make it the size and position of your, how you want it to be, pic.
Don’t add it to the map just keep it in your Content Browser
Drop in a Volume Device, set its custom shape to the cone you made and position it where it should be.
Hide your SkyDive Volume somewhere and add the Volume Device to it as an External Volume.
Hopefully that works, may have to uncheck the Volumes Visible in Game setting, if it shows up