In practice, which 3D game engines for indie developers really minimize server costs by truly supporting master-client with host migration? Thread

For an indie multiplayer FPS game, I need to choose a 3D game engine with the following features :

• multi-platform (Windows, Mac, Linux)
• client-server game state replication
• big outdoors with vegetation and ambient occlusion
• open source C++ code

Unfortunately I can't afford the costs to host the games on dedicated servers.

Therefore I need a engine which really allows me to only pay for the few servers handling the player matchmaking, lobby management and NAT-punchtrough, while it's one of the players of the lobby who actually hosts the game and replicates its state towards the other players.

If he ever leaves the game (properly or not) before it ends, the lobby server is simply informed that another player must become the game host.

I would like to know which affordable 3D game engines truly support master-client with host migration, among those matching my requirements (CryEngine, Lumberyard, Unreal Engine, etc) ?