If you really want to take it another step forward I may recommend you to check out the Unreal Multiplayer Master: Video Game Dev In C++ Course.
There are a couple of early access courses for Unreal Engine 5,
Unreal Engine 5 Blueprints - First Person Shooter (FPS),
Since you own the Unreal Engine 4 C++ course, you currently can gain free access to the upcoming beta course Unreal 5.0 C++ Developer: Learn C++ and Make Video Games.
You can get it by going to the Unreal Engine 4 C++ course, and it should be the first item on the lectures list.
Unreal Engine 4 Documentation - Open Level (By Name)
Unreal Engine 4 Documentation - Creating a Main Menu
Blender is a great tool for creating 3D models/assets and even animations, to create your own models 3D modeler is absolutely necessary.
I’m not sure if ‘better’ is the right word here…
Choosing your 3D modeler is a preference and it can depend on lots of things…
With that being said, I personally prefer Blender since it’s easy to learn and you can create models super fast thanks to its efficient type of workflow.
Also Blender is completely free to use, even for production.