Correct settings when import of heightfile

You probably cannot.

Unreal can only support some (power of 2 plus 1) sizes.

You are trying to do something you shouldnt even be trying.

Textures - all textures / image files / heightmaps- should always be powerof 2 squares.

Re the calcs.
Try and review my posts for the accurate ones.
What you got could work, but probably wont.

The height is based on 65535 - max value of a 16bit pixel.
Not ± 256 - the value of a non 16bit color which also makes 0 sense given values below 0 are not a color.

Regading the missing of coordinates.

Of course it misses.
Have you ever noticed that earth isnt flat?

Well unreal is a flat earthers wet dream.

For coordinates to somewhat match, you have to correctly scale to the right esri representation of the heightmap - which is also an approximation based on a biased sphere model.
This can be near impossible if the map you choose falls in the middle of a standard definition. In that case you have to accept a macimum of a 3 to 4km distance discrepancy between actual world distance and the map you created.
(Assuming unreal map sizes. If you stray off and have 224km^2 of a map, then its more like 40 to 80km discrepancy between corners).