The “Easy rigging for UE5 Mannequins” tutorial is for rigging the unreal engine mannequins only. If you have a custom character you need to follow the video linked below:
As part of the rigging process shown in that video we fix bone rolls. This is not needed when rigging the mannequins. So I suspect this is the cause of your issues.
Otherwise it is likely a misconfiguration when setting up physics. Uefy has nothing to do with that process as it is completely inside the unreal editor. You’ll need to figure it out yourself if this is the case.