You can use a ForLoopWithBreak
https://wiki.unrealengine.com/Blueprint_Essentials_-11-_For_Loop_with_Break
EDIT: Sorry, if you mean you want the loop to continue iterations (but just skip every 4th), you can just do a If (Index % 4 != 0) check before you make the call to add a wall or whatever, the reverse (Index % 4 == 0) will let you know when there should be a door/space.