If you’re baking everything to completemaps then honestly you don’t need to take it to UE4, you could just keep it in 3ds Max and set everything to use a Standard material with a self-illumination material and render with the scanline renderer and get better anti-aliasing than what you could get with UE4 and it’d still be very quick to render.
You’re going to get better lighting from Vray, but it’s not going to be as dynamic if you bake everything that way.