I’m pretty certain that the MessageBus system is for tools/development only, it’s not something meant for use in a live product. If you look in MessagingModule.cpp, right at the top:
#ifndef PLATFORM_SUPPORTS_MESSAGEBUS
#define PLATFORM_SUPPORTS_MESSAGEBUS !(WITH_SERVER_CODE && UE_BUILD_SHIPPING)
#endif
No message bus is created (See StartupModule()) unless that define is true. The only platform that seems to overrides this is Hololens, but even that looks like a temporary solution based on the code comments in HoloLensPlatform.h:
//@todo.HoloLens: Fixup once sockets are supported
#define PLATFORM_SUPPORTS_MESSAGEBUS 1
EDIT: There is a TCPMessagingModule and a UDPMessagingModule that seems to not care about that define.