Effective contagion is already strongly selected for without our help.

No. What's selected for is reproductive fitness, not contagion. Contagion is often, but not always, fit.

To what extent, and how much, is debated but the optimal virulence is not going to be 100% fatality rates; there can be cases where that happens (a new mutation accidentally makes it too virulent and the hosts are wiped out or shrunk to a nonviable population before it can evolve to something nicer, or it crosses into a new species where its carefully modulated virulence turns out to be ultra-virulent, like invasive species suddenly arriving at an isolated island) but that is not selected for. (For an interesting discussion on virulence and immune systems, see "The Acquired Immune System: A Vantage from Beneath", Hedrick 2004 (excerpts).)

So, you can't make a strong evolutionary argument that pandemics must be very difficult to engineer.

I'm not going to go into the full details on how one would do this, but using resources which an average undergraduate biology student has, it would be fairly trivial to culture up a strain of pretty much any BSL-2 pathogen (Mycobacterium tuberculosis is one example), which said undergrad would have easy access to, which is resistant to all antibiotics you throw at it (12 of them in the class I took this semester, which include vancomycin, tetracycline, and several other "last resort" antibiotics). Materials would be quite inexpensive, and incubators can be made cheaply from common household items.

In this case, you're not selecting for transmissibility. You're selecting for difficulty of treatment. Several other techniques accessible to undergrads could be used to make this cultured organism even more dangerous, but unlike the techniques discussed in the above paragraph above, they are sufficiently non-obvious that putting them on a public forum might actually give bad actors useful ideas.

The difficult part of engineering a targeted pandemic is not the "pandemic" part, it's the "targeted" part.

Well, this isn't my field, but there are genetically engineered crops so it seems like engineering can beat nature in some conditions. Perhaps there are parts of the fitness landscape evolution will not reach due to requiring jumps rather than incremental change?

But this is a good question, and I'd like to see an answer from a biologist who knows what they're talking about, as opposed to my wild guessing.