In case that this is useful for other people.
Download debug symbol from Epic Launcher. Please see following comment.
Now go to Project Launcher.
We gonna make UE cooker output debug log.
Add your custom profile here.
Add following cooker option.
-ini:Engine:[SystemSettings]:cook.displaymode=2 -verbosecookerwarnings
This command -ini:Engine:[SystemSettings]:cook.displaymode=2
is the same as put following section in DefaultEngine.ini
[SystemSettings]
cook.displaymode=2
Hope this will help other or pinpoint to specific problem.
FYI, I take screenshot from UE4. So, If you use UE5, UI maybe different.