The available configuration settings for the caret can be found all at Advanced - Settings or Configuration - Editor display - Cursor / caret.
The thickness of the vertical bar cannot be customized in the UEStudio settings. That is a general mouse setting of Windows. Click on Windows Start button on using Windows 10 or Windows 11 and type on keyboard mouse settings and click on the suggested item to open Bluetooth & devices > Mouse window. Next click on Mouse pointer to switch to window Accessibility > Mouse pointer and touch. Click here on item Text cursor to switch to window Accessibility > Text cursor. Use the slider of Text cursor thickness to increase the thickness of the vertical text cursor. Well, it is also possible to click on Windows Start button, type on keyboard text cursor and click on the suggested item to open directly the window Accessibility > Text cursor.
Best regards from an UC/UE/UES for Windows user from Austria