Big thanks again dorusoftware for your reply.
You can be very right that I make it a little too complex 
I found several other people asking a similar type question.
There was one discussion between a user and lawyer from Epic, which was interesting.
To summarize, Basically the discussion was that you need to:
- add some extra language to your EULA or Credits to cover requirements from 3rd party licenses
but just like you mentioned there does not seem to be a need to make a agreement with NVIDIA for example (since this is covered with the agreement Epic/NVIDIA has)
The Lawyer also pointed to “shipping checklist” available at:
Release and Royalty Tracking Guidelines - Unreal Engine
Which said a following related to 3rd party software
“If your product uses any third-party software, review the respective license agreements and provide notice to your end users if required.”