Check the export settings. The scale might be big. Also try setting the blender units back to blender units, then scale the charector in edit mode. When using centimeters in Blender, UE4 still reads them as blender units not centimeters.
Hey sry I am just now replying had some stuff to do the last two days.
It actually did not need much of a change. Basically what I did was the first step you told me to. Change from the metric system back to the Blender Unit System. At first I scaled it down a lot and saw that in UE4 it was way to small. So I only undid the Scaling and bam the Character is the correct size.
So for anyone looking for the answer its like this:
Export MakeHuman → centimeters
Import Blender the .mhx
From Blender export keeping the Blender Units
Import as usual into UE4 and you are done.
Thanks again for your reply gonna mark it as correct!