I do not know why you need that (have zero UE knowledge), but you can easily achieve that in CC.
There is no way to do in CC traditional way, as RL products have specific way applying shoes to character, which is quite understandable.
But you can bake feet pose for a specific shoes before exporting for UE and convert those shoes into regular cloth.
Try:
Export as FBX. Blender profile, Mesh only, A-pose, no texture embed.
Immediately import it back (Create>Cloth, Hair, Acc...). At the prompt select "Cloth" type for shoes and layer 10 or something.
Save those special shoes as Cloth > Other
Now the shoes properly fit and behave. However, if you take them out, character would stay in heels pose. I think that is what you want.
Again I am not sure if that would behave the same in UE, but worth to try.
Note1: If you put regular shoes on character, the a default pose would be restored. So you better not. You have to use those newly made shoes-cloth.
Note2: If you have problem with Z in UE, you'd have to do a full Custom to Bind pose bake cycle through Blender.
This is a bit more complex and requires resetting and baking Bind pose by tweaking the armature by Z and resetting the pivot.
Same goes if you need to bake any other Custom pose as Bind pose.