Something is slowing down my FPS, is there a way to display a debugger during gameplay showing the material/mesh/blueprints/audio/animation data usage so I can isolate the issue?

I know I saw something like that before on a documentary for a different engine and I was wondering if UE4 did.

This video shows some console commands and profiling tools that you can use in the editor. Also you can assign those console commands to a key and use them in a packaged development build if need be.
Also check Performance and Profiling, GPU and CPU profiling documentation pages.