How to make Post Process Volume shapes. I rushed this one a bit but everything you need to know is here with images.
First enable the modeling plug in.
In modelling mode go to create, choose a shape. Change output to volume & volume type to post process. You may want to change the size & pivot location before creating.
With the new Post Process shape in the level you can change scale, rotation & location as you normally do.
All the Post Process settings can be adjusted within the volume. You can also use materials. Nothing is different except the volume shape.
I have not had much luck with Blueprints, Post Process & Custom Shapes. But if you attach a post process to a Collision volume in BP's it'll do a Post Process within the Collision Volume. Make sure unbound is unchecked. "Attach to parent" is optional.