I've worked on a variety of engines which were either UE or Quake based. All of them use UDP for temporal game state updates to avoid head of line blocking[2][3].
[1] https://answers.unrealengine.com/questions/197713/is-replica...
[2] https://stackoverflow.com/questions/39323556/why-do-game-dev...
[3] https://www.gamasutra.com/view/feature/131781/the_internet_s...
For things like getting stats, probably from a HTTP endpoint, sure, but for gameplay? The lag would be very bad, no? Lose a packet and everything is slowed down
I see this, which indicates it uses UDP: https://imgur.com/al6KTwT
and according to wireshark it's used heavily when in a game, so I assume that's the gameplay protocol. Also when I left my game (but stayed in the lobby), immediately the port 61879 stopped listening.
I'm not sure about UE4, but previous versions of the unreal engine used UDP for replication and RPC.
I worked on a huge open world third-person shooter always-online AAA game and it uses TCP for everything.