SaxonRah: I’d have to look at your Max file to see what’s going on, but I’d think if it asked you to change units to the file when you’re opening the biped file, it means you’ve changed the system units to begin with in which case, things can get messed up. You should use generic units, which is Max’s default, and you should stick to that. It will translate as 1-1 with UE4… 1unit = 1cm in UE4.
Ringeril: With this rig, you can export it and load it directly on the GreyGuy skeleton in UE4. No retargetting necessary. You should not be exporting the Biped, you should be exporting the game skeleton that the biped is driving underneath. I showed the exporting in the video I posted. It is with the BlueGuy, but they both work the same.