Hey Aaron!
Jared from WP Engine here.
I just wanted to reach out and provide a bit of clarification on the redirect chain here. On our platform, it is possible to have non-www go to https://www directly.
To do so, it requires adding each domain individually within the User Portal under 'Domains'. (not combining them under redirects) Once done, you then create a Redirect Rule within the 'Redirect Rules' section with the following parameters:
Name: (this can be anything)
Domain: (your non-www domain)
Source: ^/(.*)
Destination: https://www.yourwwwdomain.com/$1
Once configured and the cache purged, a request to the non-www version of your address will skip the http://www redirect and go directly to the secure https://www version.
If you run into any trouble getting it set up, please reach out to our team and we will be glad to help configure it for you.
Thanks,
Jared Arnold