Export from UNREAL

I have this map in UNREAL that I want to edit and render out with Maya, so I exported the whole scene as a .obj file and import it into Maya, but somehow some textures files are missing, and I am wondering if there is anything I can do to export everything with textures in the scene to avoid this.

The scene in UNREAL:

after importing to Maya. the red objects are missing material files

I am not sure if this is the right forum to post, but I am so desperate now, thanks for the help in advance!