I’ve been playing around with this - the EV3 will respond to direct commands in a “byte stream” format (think “assembler for EV3”). So I think it is possible (using C++ in UE4) to:
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Connect to an EV3 (likely by WiFi or Bluetooth)
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Write some C++ functions (married up with the appropriate EV3 source libraries - I think you need to #include c_com.h which, in turn, includes a number of other EV3 libraries - these have been posted to git repositories on the web) that will send the EV3 direct commands one-by-one (doing all of the logic and looping on the UE4 system rather than on the EV3 - only the actions and sensor readings would go back and forth over the wireless connection)
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Expose these functions to blueprints so that they could be built into the scripts
I think the foregoing would be relatively straightforward.
What would be a more difficult undertaking would be to have the UE4 C++ code develop a series of commands and then batch-download them as a program and cause the UE4 to execute that program on the device on its own - though there appears to be sufficient documentation and source code available to figure out how to do this.