Almost all Sony first party studios use custom engines, even when they support PC. Most Nintendo first party games are custom engines. The majority of Microsoft first party games are custom engines.

Ubisoft use custom engines, EA use custom engines.

Call of Duty is a custom engine (derived from idTech)

If you go to the GDC YouTube channel ( https://youtube.com/c/Gdconf ) you can see the range of game specific things that these studios are working on that using an off the shelf engine is limiting

I also recommend looking at the presentations on http://advances.realtimerendering.com/