I’m using the 4.3.0 preview from github. I installed Engine/Extras/Android/tadp-2.0r8-windows.exe, and rebuilt the engine. That made the android package options appear.
However if I then create a project (using the puzzle template for this) and attempt to package it, I get this:
After compiling the editor, set the Solution Configuration to Development and Solution Platform to Android and compile UE4; this will create the missing .so file needed to package the APK for development. Do the same for Shipping if you are selecting For Distribution in the Packaging section of the Project Settings dialog.