Hi ,
No problem! I don’t mind helping out! 
In this image below I’ll explain what I believe happened and why you’re seeing the shading errors still.
The labeled 1 is the mesh you provided with the above FBX. I didn’t touch a thing on it other than adjust the lightmap resolution from 32 to 64 to smooth out some of the edging.
In the one labeled 2 - this one I did what I believe you may have done. I imported the FBX then opened this in the mesh editor and chose to auto-generate lightmap for UV channel 1.
The result was the bad shading and the change in the UV channel 1 that you showed in the images above.
When you import a FBX that has the two UVs already setup in Max UE4 will go ahead and assign the second UV as the lightmap. There is no need to generate one at this point.
The only thing you would need to do is change the lightmap resolution for the mesh to get crisper shadow edges. Changing it from 32 to 64, 128, 256 should work out fine for this mesh. Since it is a larger mesh, having a higher lightmap would probably work better for this.
If you still have questions feel free to keep asking!