As you discovered, the UE4 integration does not, for now, support localization. We do have an item on our roadmap to address this.
The reason you get an unresolved external is because only the AkAudio module has access to the AK:: namespace. The way I would recommend to workaround the issue would be to wrap the SetCurrentLanguage function in the FAkAudioDevice. Take a look at FAkAudioDevice::StopPlayingID for a quick and dirty example. Then, in your game code, you would get the AkAudioDevice, and then use it to set the language:
FAkAudioDevice * AkAudioDevice = FAkAudioDevice::Get();
if( AkAudioDevice )
{
AkAudioDevice->SetCurrentLanguage(TEXT("German"));
}