More then 1 way to skin this cat. you can take it to blender and modify the bone axis. (pretty easy and probably better if you handle it in the anim BP.
you can drop a socket on the bone and rotate the socket manually to be in the “right” position.
Or you can simply remember what axis maps to what axis and code it accordingly without changing anything (though if you need to give it off to someone else and you aren’t just publishing, people might hate you for it :P)