Good evening. I would like to clarify an important nuance about copyright in Unreal Engine, specifically the distribution of new assets, models, locations, etc.every month. If I use them in a game that I want to sell, will I have any problems with the copyright of these same models, assets, and other things that I get for free every month in Epic Games?

Free for the month - are created to give the possibility of making games. Of course, you can use those assets in your games or movies.
But you cant use this assets to make other assets for sale. More details you can find in agreement and EULA.